Understanding the precise role of the immune system in cancer has been hindered by the complexity of the immune response and challenges in measuring immune cell types in health and disease in the context of large epidemiologic studies. In this review, we present the rationale to study immunity in cancer and highlight newly available tools to further elucidate the epidemiologic factors driving individual variation in the immune response in cancer. Here, we summarize key studies that have evaluated the role of immunologic status on risk of cancer, discuss tools that have been used in epidemiologic studies to measure immune status, as well as new evolving methodologies where application to epidemiology is becoming more feasible. We also encourage further development of novel emerging technologies that will continue to enable prospective assessment of the dynamic and complex role played by the immune system in cancer susceptibility. Finally, we summarize characteristics and environmental factors that affect the immune response, as these will need to be considered in epidemiologic settings. Overall, we consider the application of a systems biologic approach and highlight new opportunities to understand the immune response in cancer risk. Cancer Epidemiol Biomarkers Prev; 24(12); 1811–9. ©2015 AACR.