The tumor microenvironment (TME) plays a critical role in tumor proliferation, progression, and therapeutic responses. TME is a complex network of cancer cells, stromal cells, and, most importantly, infiltrating immune cells. Cancer cells regulate numerous biological functions through direct or indirect interaction with TME components. Emerging evidence suggests that TME crucially influences the response to both chemotherapy and immunotherapy. As scientific research has entered the big data era with the fast development of high-throughput sequencing technologies, machine learning has been gradually widely applied to extract important knowledge from big data bioinformatics. Thus, characterizing the TME landscape in cancer and identifying different immune-related TME phenotypes using machine learning-based bioinformatics analyses, in vitro experiments, and in vivo experiments are of great interest and significance.