Systems biology approaches that embrace the complexity of cancer are starting to gain traction in the development of new anticancer therapeutic strategies. In this review we describe how genomic analyses are helping improve our understanding of response to immunotherapy, a front-runner in cancer treatment. We argue that systems-level approaches are needed to help understand the concerted impact of tumor-specific and immune-specific molecular features on clinical outcomes, predict responders and unravel the complexity of tumor ecosystems. This integrated approach will propel immunotherapy into the exciting world of precision medicine.