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 contributing 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.