Notable advances have been achieved in the treatment of cancer since the advent of immunotherapy, and immune checkpoint inhibitors have shown clinical benefit across a wide variety of tumour types. Nevertheless, most patients still progress on these treatments, highlighting the importance of unravelling the underlying mechanisms of primary resistance to immunotherapy. A well described biomarker of non-responsiveness to immune checkpoint inhibitors is the absence or low presence of lymphocytes in the tumour microenvironment, so-called cold tumours. There are five mechanisms of action that have the potential to turn cold tumours into so-called hot and inflamed tumours, hence increasing the tumour's responsiveness to immunotherapy-increasing local inflammation, neutralising immunosuppression at the tumour site, modifying the tumour vasculature, targeting the tumour cells themselves, or increasing the frequency of tumour-specific T cells. In this Review, we discuss preclinical data that serves as the basis for ongoing immunotherapy clinical trials for the treatment of non-immunoreactive tumours, as well as reviewing clinical and translational data where available. We explain how improving our understanding of the underlying mechanisms of primary resistance to immunotherapy will help elucidate an increasingly granular view of the tumour microenvironment cellular composition, functional status, and cellular localisation, with the goal of further therapy refinement.