Classic Hodgkin lymphoma (cHL) is characterized by a rich immune microenvironment as the main tumor component. It involves a broad range of cell populations, which are largely unexplored, even though they are known to be essential for growth and survival of Hodgkin and Reed–Sternberg cells. We profiled the gene expression of 25 FFPE cHL samples using NanoString technology and resolved their microenvironment compositions using cell-deconvolution tools, thereby generating patient-specific signatures. The results confirm individual immune fingerprints and recognize multiple clusters enriched in refractory patients, highlighting the relevance of: (1) the composition of immune cells and their functional status, including myeloid cell populations (M1-like, M2-like, plasmacytoid dendritic cells, myeloid-derived suppressor cells, etc.), CD4-positive T cells (exhausted, regulatory, Th17, etc.), cytotoxic CD8 T and natural killer cells; (2) the balance between inflammatory signatures (such as IL6, TNF, IFN-γ/TGF-β) and MHC-I/MHC-II molecules; and (3) several cells, pathways and genes related to the stroma and extracellular matrix remodeling. A validation model combining relevant immune and stromal signatures identifies patients with unfavorable outcomes, producing the same results in an independent cHL series. Our results reveal the heterogeneity of immune responses among patients, confirm previous findings, and identify new functional phenotypes of prognostic and predictive utility.