Pancreatic cancer is a lethal disease, with fewer than 7% of patients surviving beyond 5 years following diagnosis. Immune responses are known to influence tumour progression. The dynamic interaction between cancer cells and immune cells in the tumour microenvironment (TME) can not only result in, or be influenced by, different tumour characteristics, but it can also lead to diverse mechanisms of immune evasion. At present, there is much interest in classifying pancreatic cancer according to its morphologic, genetic and immunologic features in order to understand the significant heterogeneity of this tumour type. Such information can contribute to the identification of highly needed novel prognostic and predictive biomarkers, and can be used for accurate patient stratification and therapy guidance. This review focuses on the characteristics of the local immune contexture of pancreatic ductal adenocarcinoma and the interaction between tumour cells and immune cells within the TME, by simultaneously taking into account the histomorphologic and genetic features of the tumours. The emerging opportunities for approaches that could predict the most-effective therapeutic modalities towards more targeted, personalised treatments to improve patient care are also discussed.