The potential of immunotherapies for the treatment of cancer has been shown in the success of checkpoint blockade therapies and adoptive T cell transfer approaches. These can mediate complete tumor regression in a subset of patients; however, not all patients respond to the treatment. One of the working hypotheses emphasizes the role of the tumor microenvironment (TME) surrounding the lesion, which can result in the inefficacy of immunotherapy in most cases. Different strategies are emerging to tackle the immunosuppressive nature of the TME, and more accurate preclinical models are needed for accurate evaluation of those as a majority of these models present compromised immune system and offers non-human tumor-stromal interactions. Therefore, there is an urgent need to incorporate immune cells within preclinical models, so that these questions can begin to be addressed in a human relevant setting and that therapeutic biomarkers for effective patient stratification are identified. In this chapter, we provide a detailed description of the procedures for implementing and using the culture system described previously by us (Rebelo et al., Biomaterials 163:185–197, 2018). This consists of a 3D cell model, the 3D-3-culture, enclosing three cellular components: tumour spheroids, cancer-associated fibroblasts, and monocytes. The model is based on alginate microencapsulation, which allows direct interaction between different cell types and is compatible with continuous monitoring and functional assessment in high-throughput and high-content screening.