The immune system responds to cancer in two main ways. First, there are prewired responses involving myeloid cells, innate lymphocytes and innate-like adaptive lymphocytes that either reside in premalignant tissues or migrate directly to tumours, and second, there are antigen priming-dependent responses, in which adaptive lymphocytes are primed in secondary lymphoid organs before homing to tumours. Transforming growth factor-β (TGFβ) — one of the most potent and pleiotropic regulatory cytokines — controls almost every stage of the tumour-elicited immune response, from leukocyte development in primary lymphoid organs to their priming in secondary lymphoid organs and their effector functions in the tumour itself. The complexity of TGFβ-regulated immune cell circuitries, as well as the contextual roles of TGFβ signalling in cancer cells and tumour stromal cells, necessitates the use of rigorous experimental systems that closely recapitulate human cancer, such as autochthonous tumour models, to uncover the underlying immunobiology. The diverse functions of TGFβ in healthy tissues further complicate the search for effective and safe cancer therapeutics targeting the TGFβ pathway. Here we discuss the contextual complexity of TGFβ signalling in tumour-elicited immune responses and explain how understanding this may guide the development of mechanism-based cancer immunotherapy.