Melanoma, a skin cancer that develops from pigment cells, has been studied intensively, particularly in terms of the immune response to tumours, and has been used as a model for the development of immunotherapy. This is due, in part, to the high mutational burden observed in melanomas, which increases both their immunogenicity and the infiltration of immune cells into the tumours, compared with other types of cancers. The immune response to melanomas involves a complex set of components and interactions. As the tumour evolves, it accumulates an increasing number of genetic and epigenetic alterations, some of which contribute to the immunogenicity of the tumour cells and the infiltration of immune cells. However, tumour evolution also enables the development of resistance mechanisms, which, in turn, lead to tumour immune escape. Understanding the interactions between melanoma tumour cells and the immune system, and the evolving changes within the melanoma tumour cells, the immune system and the microenvironment, is essential for the development of new cancer therapies. However, current research suggests that other extrinsic factors, such as the microbiome, may play a role in the immune response to melanomas. Here, we review the mechanisms underlying the immune response in the tumour and discuss recent advances as well as strategies for treatment development.