Cancer remains one of the leading causes of death, albeit enormous efforts to cure the disease. To overcome the major challenges in cancer therapy, we need to have a better understanding of the tumour microenvironment (TME), as well as a more effective means to screen anti-cancer drug leads; both can be achieved using advanced technologies, including the emerging tumour-on-a-chip technology. Here, we review the recent development of the tumour-on-a-chip technology, which integrates microfluidics, microfabrication, tissue engineering and biomaterials research, and offers new opportunities for building and applying functional three-dimensional in vitro human tumour models for oncology research, immunotherapy studies and drug screening. In particular, tumour-on-a-chip microdevices allow well-controlled microscopic studies of the interaction among tumour cells, immune cells and cells in the TME, of which simple tissue cultures and animal models are not amenable to do. The challenges in developing the next-generation tumour-on-a-chip technology are also discussed.