Abstract: Immunotherapy may be the most effective breakthrough in cancer therapy. However, its clinical efficacy and response rate are impeded by the pronounced intratumoural heterogeneity. The development and establishment of predictive models of novel immunotherapeutic strategies are urgently needed. Conventional in vitro and in vivo models are limited by their inability to mimic the human immune system. In contrast, a humanized patient-derived xenograft (PDX) model can reproduce the interactions between the human immune system and the tumor microenvironment. The PDX model is a more suitable and applicable research model for human tumor immunotherapy under physiological and pathological conditions. Here, we review the construction methods, advantages, and application progress of humanized immune system PDX models for tumor immunotherapy.