Myxofibrosarcoma and undifferentiated soft tissue sarcoma (USTS) are genetically complex soft tissue sarcomas with distinct morphological features. Treatment typically involves surgery, often combined with neoadjuvant chemo- or radiotherapy. To better understand the immunobiology of these sarcomas and its associations with treatment response and prognosis, we performed transcriptomic and immunophenotypic profiling. RNA sequencing was performed on 13 USTS and 10 myxofibrosarcomas and immunological profiles were compared with soft tissue sarcoma data from The Cancer Genome Atlas (n = 206 including 44 USTS and 17 myxofibrosarcomas). Immune contextures were further evaluated in 16 USTS and 11 myxofibrosarcomas using imaging mass cytometry. Characterization of T cell and macrophage infiltration in tumors was further assessed in 23 USTS and 22 myxofibrosarcomas through multispectral immunofluorescence and immunohistochemical analysis. USTS and myxofibrosarcomas demonstrated immunogenic features compared to other soft tissue sarcomas, with subsets of USTS and myxofibrosarcomas demonstrating high T cell infiltration while USTS demonstrated a higher infiltration by myeloid cells as compared to myxofibrosarcoma. Prognostically, T cells and CD68+CD163+ macrophages were associated with metastasis-free survival in USTS but not in myxofibrosarcomas. Notably, in USTS, neoadjuvant radiotherapy appeared to induce cytotoxic T cell infiltration and depletion of myeloid cells, whereas these effects were not observed in myxofibrosarcomas. These findings highlight important differences in the immunobiology of USTS and myxofibrosarcomas with therapeutic and prognostic implications. These differences should be taken into account given the growing availability of immunotherapeutic options for treating patients with soft tissue sarcomas.