In a living organism, cancer cells function in a specific microenvironment, where they exchange numerous physical and biochemical cues with other cells and the surrounding extracellular matrix (ECM). Immune evasion is a clinically relevant phenomenon, in which cancer cells are able to direct this interchange of signals against the immune effector cells and to generate an immunosuppressive environment favoring their own survival. A proper understanding of this phenomenon is substantial for generating more successful anticancer therapies. However, classical cell culture systems are unable to sufficiently recapture the dynamic nature and complexity of the tumor microenvironment (TME) to be of satisfactory use for comprehensive studies on mechanisms of tumor immune evasion. In turn, 3D-bioprinting is a rapidly evolving manufacture technique, in which it is possible to generate finely detailed structures comprised of multiple cell types and biomaterials serving as ECM-analogues. In this review, we focus on currently used 3D-bioprinting techniques, their applications in the TME research, and potential uses of 3D-bioprinting in modeling of tumor immune evasion and response to immunotherapies.