Elucidating the mechanisms by which immune cells become dysfunctional in tumors is critical to developing next-generation immunotherapies. We profiled proteomes of cancer tissue as well as monocyte/macrophages, CD4+ and CD8+ T cells, and NK cells isolated from tumors, liver, and blood of 48 patients with hepatocellular carcinoma. We found that tumor macrophages induce the sphingosine-1-phospate-degrading enzyme SGPL1, which dampened their inflammatory phenotype and anti-tumor function in vivo. We further discovered that the signaling scaffold protein AFAP1L2, typically only found in activated NK cells, is also upregulated in chronically stimulated CD8+ T cells in tumors. Ablation of AFAP1L2 in CD8+ T cells increased their viability upon repeated stimulation and enhanced their anti-tumor activity synergistically with PD-L1 blockade in mouse models. Our data reveal new targets for immunotherapy and provide a resource on immune cell proteomes in liver cancer.