Intratumoural genomic heterogeneity and its implication on tumour evolution and clinical prospect were previously described in various cancers. The degree of intratumoural heterogeneity (ITH) in immune landscapes, the co-evolution between tumour and its immune microenvironment, was however not previously explored. Here, we revealed significant level of immune-ITH and its relationship with tumour evolution by simultaneous single-cell cytometry by time-of-flight (CyTOF), whole genome sequencing (WGS) and RNA sequencing on multiple tumour sectors from resected hepatocellular carcinoma (HCC) (total 95 sectors from 28 patients). Immune-ITH was observed on major immune lineages as well as specific subsets, including regulatory T cells (Treg) and exhausted CD8+ T cells. Remarkably, we found that patients with high immune-ITH had advanced stages of disease, bigger tumour size and a higher risk of recurrence than those with low immune-ITH. High immune-ITH was also characterised by enhanced immunosuppression, exhaustion and reduced infiltration by cytotoxic or activated immune cells showing a reduced immunoselection pressure. Consistently, we found the enhanced neoantigen loads to be linked to high immune-ITH indicating the tumour-immune co-evolution process. In tumours with high immune-ITH, we discovered a unique transcriptomic signature and tumour-immune network associated to disease progression. This transcriptomic signature also correlated to poor overall survival profiles in public HCC cohorts. The in-depth investigation of immune-ITH along with tumour genomics provided a holistic view on the complexity and co-evolution process of tumour-immune interface.