Abstract Purpose: Ewing sarcoma and osteosarcoma are primary bone sarcomas occurring most commonly in adolescents. Metastatic and relapsed disease are associated with dismal prognosis. Although effective for some soft tissue sarcomas, current immunotherapeutic approaches for the treatment of bone sarcomas have been largely ineffective, necessitating a deeper understanding of bone sarcoma immunobiology. Experimental Design: Multiplex immunofluorescence analysis of immune infiltration in relapsed versus primary disease was conducted. To better understand immune states and drivers of immune infiltration, especially during disease progression, we performed single-cell RNA sequencing (scRNAseq) of immune populations from paired blood and bone sarcoma tumor samples. Results: Our multiplex immunofluorescence analysis revealed increased immune infiltration in relapsed versus primary disease in both Ewing sarcoma and osteosarcoma. scRNAseq analyses revealed terminally exhausted CD8+ T cells expressing co-inhibitory receptors in osteosarcoma and an effector T-cell subpopulation in Ewing sarcoma. In addition, distinct subsets of CD14+CD16+ macrophages were present in Ewing sarcoma and osteosarcoma. To determine pathways driving tumor immune infiltration, we conducted intercellular communication analyses and uncovered shared mechanisms of immune infiltration driven by CD14+CD16+ macrophages and unique pathways of immune infiltration driven by CXCL10 and CXCL12 in osteosarcoma. Conclusions: Our study provides preclinical rationale for future investigation of specific immunotherapeutic targets upon relapse and provides an invaluable resource of immunologic data from bone sarcomas.