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Systematic investigation of tumor-infiltrating immune (TII) cells is important to the development of immunotherapies, and the clinical response prediction in cancers. There exists complex transcriptional regulation within TII cells, and different immune cell types display specific regulation patterns. To dissect transcriptional regulation in TII cells, we first integrated the gene expression profiles from single-cell datasets, and proposed a computational pipeline to identify TII cell type-specific transcription factor (TF) mediated activity immune modules (TF-AIMs). Our analysis revealed key TFs, such as BACH2 and NFKB1 play important roles in B and NK cells, respectively. We also found some of these TF-AIMs may contribute to tumor pathogenesis. Based on TII cell type-specific TF-AIMs, we identified eight CD8+ T cell subtypes. In particular, we found the PD1 + CD8+ T cell subset and its specific TF-AIMs associated with immunotherapy response. Furthermore, the TII cell type-specific TF-AIMs displayed the potential to be used as predictive markers for immunotherapy response of cancer patients. At the pan-cancer level, we also identified and characterized six molecular subtypes across 9680 samples based on the activation status of TII cell type-specific TF-AIMs. Finally, we constructed a user-friendly web interface CellTF-AIMs (http://bio-bigdata.hrbmu.edu.cn/CellTF-AIMs/) for exploring transcriptional regulatory pattern in various TII cell types. Our study provides valuable implications and a rich resource for understanding the mechanisms involved in cancer microenvironment and immunotherapy. [ABSTRACT FROM AUTHOR]