The tumor microenvironment (TME) is a diverse milieu of cells including cancerous and non-cancerous cells such as fibroblasts, pericytes, endothelial cells and immune cells. The intricate cellular interactions within the TME hold a central role in shaping the dynamics of cancer progression, influencing pivotal aspects such as tumor initiation, growth, invasion, response to therapeutic interventions, and the emergence of drug resistance. In immunologically 'cold' tumors, the TME is marked by a scarcity of infiltrating immune cells, limited antigen presentation in the absence of potent immune-stimulating signals, and an abundance of immunosuppressive factors. While strategies targeting the TME as a therapeutic avenue in 'cold' tumors have emerged, there is a pressing need for novel approaches that faithfully replicate the complex cellular and non-cellular interactions in order to develop targeted therapies that can effectively stimulate immune responses and improve therapeutic outcomes in patients. Microfluidic devices offer distinct advantages over traditional in vitro 3D co-culture models and in vivo animal models, as they better recapitulate key characteristics of the TME and allow for precise, controlled insights into the dynamic interplay between various immune, stromal and cancerous cell types at any timepoint. This review aims to underscore the pivotal role of microfluidic systems in advancing our understanding of the TME and presents current microfluidic model systems that aim to dissect tumor-stromal, tumor-immune and immune-stromal cellular interactions in various 'cold' tumors. Understanding the intricacies of the TME in 'cold' tumors is crucial for devising effective targeted therapies to reinvigorate immune responses and overcome the challenges of current immunotherapy approaches.