The efficacy of cancer immunotherapy is significantly influenced by the heterogeneity of individual tumors and immune responses. To investigate this phenomenon, a microfluidic platform is constructed for profiling immune-cancer cell interactions at the single-cell proteomics level for the first time. Based on the platform, a comprehensive workflow is proposed for achieving accurate single-cell pairing of an immune cell and a cancer cell with low cell damage and high success rate up to 95%, cell pair co-culture, and real-time microscopic monitoring of the cell-pair interactions, cell pair retrieval, mass spectrometry-based proteomic analysis of singe cell pairs, and decoupling of the proteomic information for each cell within the cell pair with the stable-isotope labeling method. With the workflow, the interactions of single natural killer (NK) cells and single K562 tumor cells are investigated based on real-time images and single cell-pair proteomics. Notably, an identification depth of over 1000 protein groups in a single cell-pair is achieved, leading to the discovery of sub-clusters of NK cells with different functions and the identification of important biomarkers for cancer treatments. This demonstrates the unique capability of the present platform in providing substantial and comprehensive datasets for profiling immune-cancer cell interactions, discovering heterogeneous immune responses, and predicting biomarkers in the study of cancer immunotherapy.