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The local anti-tumour immune response has important prognostic value in colorectal cancer (CRC). In the era of immunotherapy, a better understanding of the immune response in molecular subgroups of CRC may lead to significant advances in personalised medicine. On this note, microsatellite instable (MSI) tumours have been characterised by increased immune infiltration, suggesting MSI as a marker for immune inhibitor checkpoint therapy. Here, we used flow cytometry to perform a comprehensive analysis of immune activity profiles in tumour tissues, adjacent non-malignant tissues and blood, from a cohort of 69 CRC patients. We found several signs of immune suppression in tumours compared to adjacent non-malignant tissues, including T cells more often expressing the immune checkpoint molecules programmed cell death protein (PD-1) and cytotoxic T lymphocyte-associated protein 4 (CTLA-4). We further analysed immune cell infiltration in molecular subgroups of CRC. MSI tumours were indeed found to be associated with increased immune infiltration, including increased fractions of PD-1+ T cells. No correlation was, however, found between MSI and the fraction of CTLA-4+ T cells. Interestingly, within the group of patients with microsatellite stable (MSS) tumours, some also presented with increased immune infiltration, including comparably high portions of PD-1+ T cells, but also CTLA-4+ T cells. Furthermore, no correlation was found between PD-1+ and CTLA-4+ T cells, suggesting that different tumours may, to some extent, be regulated by different immune checkpoints. We further evaluated the distribution of immune activity profiles in the consensus molecular subtypes of CRC. In conclusion, our findings suggest that different immune checkpoint inhibitors may be beneficial for selected CRC patients irrespective of MSI status. Improved predictive tools are required to identify these patients.