This review focuses on the relationship between pre-treatment immune parameter values and outcome of immunotherapy of cancer patients. The evidence presented in this review suggests that there is a relationship between pre-treatment immune parameter values and survival of cancer patients treated with immunotherapy. Tumour-infiltrating immune cells may have a predictive value for immunotherapy, but predictive power might be obtained from peripheral blood leukocytes. Use of peripheral blood may be preferable due to the convenience of collection and analysis compared to using tumour-infiltrating cells. In vivo numbers of cells of the immune system correlate better with clinical outcome than their functional activity ex vivo. This suggests that immunological antitumour mechanisms in vivo are not always related to generally accepted functional parameters of lymphocytes, such as cytotoxicity or cytokine production, ex vivo. The proliferative status of CD8(+) T lymphocytes seems promising for prediction of response in cancer immunotherapy.