Chemotaxis-driven invasions have been proposed across a broad spectrum of biological processes, from cancer to ecology. The influential system of equations introduced by Keller and Segel has proven a popular choice in the modelling of such phenomena, but in its original form restricts to a homogeneous population. To account for the possibility of phenotypic heterogeneity, we extend to the case of a population continuously structured across space, time and phenotype, where the latter determines variation in chemotactic responsiveness, proliferation rate, and the level of chemical environment modulation. The extended model considered here comprises a nonlocal partial differential equation for the local phenotype distribution of cells which is coupled, through an integral term, with a differential equation for the concentration of an attractant, which is sensed and degraded by the cells. In the framework of this model, we concentrate on a chemotaxis/proliferation trade-off scenario, where the cell phenotypes span a spectrum of states from highly-chemotactic but minimally-proliferative to minimally-chemotactic but highlyproliferative. Using a combination of numerical simulation and formal asymptotic analysis, we explore the properties of travelling-wave solutions. The results of our study demonstrate how incorporating phenotypic heterogeneity may lead to a highly-structured wave profile, where cells in different phenotypic states dominate different spatial positions across the invading wave, and clarify how the phenotypic structuring of the wave can be shaped by trade-offs between chemotaxis and proliferation.