Immunotherapy is proving to be an effective therapeutic approach in a variety of cancers. But despite the clinical success of antibodies against the immune regulators CTLA4 and PD-L1/PD-1, only a subset of people exhibit durable responses, suggesting that a broader view of cancer immunity is required. Immunity is influenced by a complex set of tumour, host and environmental factors that govern the strength and timing of the anticancer response. Clinical studies are beginning to define these factors as immune profiles that can predict responses to immunotherapy. In the context of the cancer-immunity cycle, such factors combine to represent the inherent immunological status - or 'cancer-immune set point' - of an individual.