Induction of immunoproteasome (IP) expression in tumour cells can enhance antigen presentation and immunogenicity. Recently, overexpression of IP genes has been associated with better prognosis and response to immune checkpoint blockade (ICB) therapies in melanoma. However, the extent of this association in other solid tumour types and how that is influenced by tumour cell-intrinsic and cell-extrinsic factors remains unclear. Here, we address this by exploring the gene expression patterns from bulk and single-cell transcriptomics data of primary tumours (from TCGA and other studies, respectively). We find that the IP expression positively correlates with the constitutive proteasome (CP) across multiple tumour types. Interestingly, both CP and IP are highly expressed in tumour cells closer to the tumour border than the core region. Furthermore, tumours with high IP expression exhibit cytotoxic immune cell infiltration and upregulation of interferon-gamma, TNF alpha and inflammatory response pathways in tumour cells. However, the association of IP expression with overall survival (in TCGA cohort) and response to ICB therapy (in non-TCGA cohorts) is tumour-type specific and is greatly influenced by the immune cell infiltration patterns. The overall survival is better in skin melanoma, breast carcinoma, bladder carcinoma, cervical squamous cell carcinoma, sarcoma, and mesothelioma; while it is poor in uveal melanoma, low-grade glioma and kidney renal clear cell carcinoma. Similarly, the response to ICB therapy is better in skin melanoma, non-small cell lung cancer, breast cancer and thymic carcinoma, while it is worse in oral cancer and renal carcinoma. Together, this suggests that the IP expression combined with the immune infiltration patterns can be used as a biomarker to predict prognosis and response to ICB therapies in solid tumours.