Growing evidence supports the critical role of tumour microenvironment (TME) in tumour progression, metastases, and treatment response. However, the in-situ interplay among various TME components, particularly between immune and tumour cells, are largely unknown, hindering our understanding of how tumour progresses and responds to treatment. While mainstream single-cell omics techniques allow deep, single-cell phenotyping, they lack crucial spatial information for in-situ cell-cell interaction analysis. On the other hand, tissue-based approaches such as hematoxylin and eosin and chromogenic immunohistochemistry staining can preserve the spatial information of TME components but are limited by their low-content staining. High-content spatial profiling technologies, termed spatial omics, have greatly advanced in the past decades to overcome these limitations. These technologies continue to emerge to include more molecular features (RNAs and/or proteins) and to enhance spatial resolution, opening new opportunities for discovering novel biological knowledge, biomarkers, and therapeutic targets. These advancements also spur the need for novel computational methods to mine useful TME insights from the increasing data complexity confounded by high molecular features and spatial resolution. In this review, we present state-of-the-art spatial omics technologies, their applications, major strengths, and limitations as well as the role of artificial intelligence (AI) in TME studies.