The clinical relevance of immune landscape intratumoural heterogeneity (immune-ITH) and its role in tumour evolution remain largely unexplored. Here, we uncover significant spatial and phenotypic immune–ITH from multiple tumour sectors and decipher its relationship with tumour evolution and disease progression in hepatocellular carcinomas (HCC). Immune–ITH is associated with tumour transcriptomic-ITH, mutational burden, and distinct immune microenvironments. Tumours with low immune–ITH experience higher immunoselective pressure and escape via loss of heterozygosity in human leukocyte antigens and immunoediting. Instead, the tumours with high immune-ITH evolve to a more immunosuppressive/exhausted microenvironment. This gradient of immune pressure along with immune-ITH represents a hallmark of tumour evolution, which is closely linked to the transcriptome-immune networks that contributes to disease progression and immune inactivation. Remarkably, high immune-ITH and its transcriptomic signature are predictive for worse clinical outcome in HCC patients. This in-depth investigation of ITH provides evidence on tumour-immune co-evolution along HCC progression.