Immunotherapy has arisen as a promising approach for treating cancer, but its use in the clinical field is still mostly limited to advanced patients. Its future success will rely heavily on the development of preclinical models to standardize immunotherapy-based personalized treatment and to deeply study the mechanism involved in immunotherapy response. This chapter explores the preclinical models currently available in cancer immunotherapy research and will specifically discuss their role in lung cancer. Ordered by level of complexity, monolayer cultures co-cultured with immunological cells are the simplest ones. Since they are not able to recapitulate the three-dimensional network of cell types within the tumor microenvironment (TME), three-dimensional culture models, including spheroids (without scaffold) and organoids (scaffold- based), have gained prominence. Specially, patient-derived tumor organoids co-cultured with various immune cell types of the same patient hold promise for personalized immunotherapy research since closely mimic the natural architecture of the TME. Likewise, three-dimensional bioprinting, an emerging technology, allows the creation of three-dimensional tissue architectures to study tumor-immune cell interactions. Lastly, the most sophisticated in vitro approach is organ-on-a-chip, which is based on microfluidic devices that enable the replication of organ-specific physiology and disease. In contrast, in vivo models including xenografts, genetically modified mice, and humanized mouse models entail the use of living organisms to test potential immunotherapeutic drugs. In summary, the different preclinical models, each with its unique advantages and limitations, will be crucial for advancing our understanding of immunotherapy responses and for implementation of immunotherapy-based personalized medicine.