About a fifth of individuals with colorectal cancer (CRC) present with disease metastasis at the time of diagnosis. While the role of the tumor microenvironment (TME) in governing CRC progression is undeniable, the role of the TME in either establishing or suppressing the formation of distant metastases of CRC is less well established. Despite advances in immunotherapy, many individuals with metastatic CRC do not respond to standard-of-care therapy. Therefore, understanding the role of the TME in establishing distant metastases is essential for developing new immunological agents. Here, we summarize our current understanding of the TME of CRC metastases, describe differences between the TME of primary tumors and their distant metastases, and discuss advances in the design and combinations of immunotherapeutic agents.