During the last few years several immunotherapies have been shown to induce clinical response and/or improve the clinical outcome in a significant number of cancer patients. However, the lack of a human-centered translational approach has led to the accumulation of a multitude of disjointed clinical and basic researches with a consequent disharmonic growth of the scientific knowledge. The huge number of non-evidence-based conjectural hypotheses has competitively interacted with the few evidence-based hypotheses generated by studies conducted in humans leading to the accumulation of several clinical breakdowns and few “mysterious” successes. In the last decade, the availability of high-throughput gene expression profiling has led to the development of novel discovery-driven approaches capable of investigating the tumor/host integration in its globality. Here, we describe in detail gene expression profiling studies that have led to the formulation of a new generation of evidence-based hypotheses explaining the structural basis of the immune-mediated tumor rejection following immunotherapy.