Immune infiltration of tumors is closely associated with clinical outcome in renal cell carcinoma (RCC). Tumor‐infiltrating immune cells (TIICs) regulate cancer progression and are appealing therapeutic targets. The purpose of this study was to determine the composition of TIICs in RCC and further reveal the independent prognostic values of TIICs. CIBERSORT, an established algorithm, was applied to estimate the proportions of 22 immune cell types based on gene expression profiles of 891 tumors. Cox regression was used to evaluate the association of TIICs and immune checkpoint modulators with overall survival (OS). We found that CD8+ T cells were associated with prolonged OS (hazard ratio [HR] = 0.09, 95% confidence interval [CI].01‐.53; P = 0.03) in chromophobe carcinoma (KICH). A higher proportion of regulatory T cells was associated with a worse outcome (HR = 1.59, 95% CI 1.23‐.06; P < 0.01) in renal clear cell carcinoma (KIRC). In renal papillary cell carcinoma (KIRP), M1 macrophages were associated with a favorable outcome (HR = .43, 95% CI .25‐.72; P < 0.01), while M2 macrophages indicated a worse outcome (HR = 2.55, 95% CI 1.45‐4.47; P < 0.01). Moreover, the immunomodulator molecules CTLA4 and LAG3 were associated with a poor prognosis in KIRC, and IDO1 and PD‐L2 were associated with a poor prognosis in KIRP. This study indicates TIICs are important determinants of prognosis in RCC meanwhile reveals potential targets and biomarkers for immunotherapy development.