Tumor cells can induce important cellular and molecular modifications in the tissue or host where they grow. The idea that the host and tumor interact with each other has led to the concept of a tumor microenvironment, composed of immune cells, stromal cells, blood vessels, and extracellular matrix, representing a unique environment participating and, in some cases, promoting cancer progression. The study of the tumor immune microenvironment, particularly focusing on the role of tumor-infiltrating lymphocytes (TILs), is highly relevant in oncology due to the prognostic and therapeutic significance of TILs in various tumors and their identification as targets for therapeutic intervention. Canine splenic hemangiosarcoma (HSA) is a common tumor; however, its immune microenvironment remains poorly understood. This retrospective study aimed to characterize the histological and immunohistochemical features of 56 cases of canine splenic HSA, focusing particularly on tumor-infiltrating lymphocytes (TILs). We assessed the correlations between the lymphocytic response, the macroscopic and histological characteristics of the tumor, and the survival data. Our study demonstrated that FoxP3 distribution was associated with tumor-related death and survival, while the CD20 count was associated with metastasis. This study provides an in-depth characterization of the tumor immune microenvironment in canine splenic HSA and describes potential prognostic factors.