The spectacular response observed in clinical trials of immunotherapy in patients with previously uncurable Melanoma, a highly aggressive form of skin cancer, calls for a better understanding of the cancer-immune interface. Computational pathology provides a unique opportunity to spatially dissect such interface on digitised pathological slides. Accurate cellular classification is a key to ensure meaningful results, but is often challenging even with state-of-art machine learning and deep learning methods. We propose a hierarchical framework, which mirrors the way pathologists perceive tumour architecture and define tumour heterogeneity to improve cell classification methods that rely solely on cell nuclei morphology. The SLIC superpixel algorithm was used to segment and classify tumour regions in low resolution H&E-stained histological images of melanoma skin cancer to provide a global context. Classification of superpixels into tumour, stroma, epidermis and lumen/white space, yielded a 97.7% training set accuracy and 95.7% testing set accuracy in 58 whole-tumour images of the TCGA melanoma dataset. The superpixel classification was projected down to high resolution images to enhance the performance of a single cell classifier, based on cell nuclear morphological features, and resulted in increasing its accuracy from 86.4% to 91.6%. Furthermore, a voting scheme was proposed to use global context as biological a priori knowledge, pushing the accuracy further to 92.8%. This study demonstrates how using the global spatial context can accurately characterise the tumour microenvironment and allow us to extend significantly beyond single-cell morphological classification.