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Anaplastic Thyroid Cancer (ATC) is an aggressive form of cancer with poor prognosis, heavily influenced by its tumor immune microenvironment (TIME). Understanding the cellular and gene expression dynamics within the TIME is crucial for developing targeted therapies. This study analyzes the immune microenvironment of ATC and Papillary Thyroid Cancer (PTC) using single-cell RNA sequencing (scRNA-seq). We performed a comprehensive scRNA-seq analysis on ATC and PTC samples, incorporating cell type annotation, marker gene identification, and clustering based on gene expression. A specific focus was on the prevalence and biomarkers of Pre-Exhausted CD8+ T cells in ATC, utilizing the single-cell tumor immune atlas for immune cell characterization. The scRNA-seq analysis identified distinct immune cell populations and differentially expressed genes in ATC and PTC samples. Notably, Pre-Exhausted CD8+ T cells were found to be prevalent in ATC datasets. Additional immunofluorescence staining and co-culture experiments with the ATC cell line identified GNLY, a member of the saposin-like protein family as a potential biomarker for Pre-Exhausted CD8+ T cells in ATC. This study provides valuable insights into the immune landscape of ATC, emphasizing the prevalence of Pre-Exhausted CD8+ T cells and identifying GNLY as a potential biomarker. Understanding the TIME composition and the role of specific immune cells in cancer progression can inform the development of targeted immunotherapies for ATC. Future research should explore the functional implications of GNLY and other identified biomarkers in modulating the immune response in thyroid cancer.