Inclusion Criteria:  A patient will be eligible for study participation if they meet ALL of the following criteria:  Are willing and able to provide written informed consent for the study prior to any protocol-required procedures and to comply with all local and study requirements. (Note: If a patient is unable to provide written informed consent, a legally acceptable representative may provide consent on their behalf). Are an adult at least 18 years of age on the day of providing informed consent. Have a histologically confirmed diagnosis of melanoma that is Stage IIIB to IV M1c (AJCC 8th Ed.) for whom surgery is not recommended. Only patients previously exposed to a checkpoint inhibitor are eligible. Prior BRAF inhibitor therapy is allowed for BRAF V600+ patients. Have measurable disease per RECIST v1.1 including cutaneous or subcutaneous tumours, or regional lymph nodes consisting of ≥ 1 target tumour accessible and amenable to intratumoural injection and ≥ 1 target tumour designated as a non-injected tumour for observation that can be accurately measured by contrast enhanced CT or MRI as assessed by the Investigator's local site radiology. Have an Eastern Cooperative Oncology Group (ECOG) performance status of 0 or 1. Have life expectancy of more than 12 weeks.  Have adequate organ function as defined below. Specimens must be collected within 10 days prior to the start of study treatment.  Haematological:  Absolute neutrophil count (ANC) ≥ 1500/µL Platelets ≥ 100 000/µL Haemoglobin ≥ 9.0 g/dL OR ≥ 5.6 mmol/L1  Renal  Creatinine OR Measured or calculated2 creatinine clearance (GFR can also be used in place of creatinine or CrCl) ≤ 1.5 × ULN OR  ≥ 30 mL/min for patient with creatinine levels > 1.5 × institutional ULN  Hepatic  Total bilirubin: ≤ 1.5 × ULN OR direct bilirubin ≤ ULN for patients with total bilirubin levels > 1.5 × ULN  AST (SGOT) and ALT (SGPT) ≤ 2.5 × ULN (≤ 5 × ULN for patients with liver metastases)  Coagulation  International normalized ratio (INR) OR prothrombin time (PT) Activated partial thromboplastin time (aPTT): ≤ 1.5 × ULN unless patient is receiving anticoagulant therapy as long as PT or aPTT is within therapeutic range of intended use of anticoagulants  Meet the following conditions:  A male patient must agree to use adequate contraception (as defined below) from the first day of Screening prior to study entry, for the duration of study participation, and for at least 90 days (one spermatogenesis cycle) following their last treatment day. Additionally, male patients must agree to not donate sperm or father children for the duration of study participation and for at least 90 days following their last treatment day. A female patient is eligible to participate if she is not pregnant (as demonstrated by negative serum beta-human chorionic gonadotropin [βhCG] pregnancy test), not breastfeeding, agrees to not conceive children for at least 120 days following their last study treatment day, and at least one of the following conditions applies:  i) Not a woman of childbearing potential (WOCBP) (i.e., pre-menarchal, surgically permanently sterile [hysterectomy, bilateral salpingectomy and bilateral oophorectomy] or ≥ 12 months post-menopausal without an alternative medical cause), or  ii) A WOCBP (i.e., not pre-menarchal, not surgically permanently sterile [hysterectomy, bilateral salpingectomy and bilateral oophorectomy] or not ≥ 12 months post-menopausal without an alternative medical cause), who agrees to use adequate contraception (as defined below) from the first day of Screening prior to study entry, for the duration of study participation and for at least 120 days following their last study treatment day.  c. Adequate contraception includes sexual abstinence (only if preferred method of birth control); oral, intravaginal or transdermal combined estrogen and progesterone hormonal contraception associated with inhibition of ovulation; oral, injectable or implantable progesterone-only hormonal contraception associated with inhibition of ovulation; intrauterine device (IUD); intrauterine hormone-releasing system (IUS); bilateral tubal occlusion; or only vasectomized sexual partner(s).  Exclusion Criteria:  A patient will be excluded from study participation if ANY of the following criteria apply:  Patients who are planning to receive intratumoural treatment or radiotherapy to any of the intended target tumours within 4 weeks prior to Screening, or during treatment with tigilanol tiglate or pembrolizumab, or who have received radiotherapy within 2 weeks of the start of study treatment. (Note: Patients must have recovered from all radiation-related toxicities, not require corticosteroids, and not have had radiation pneumonitis. A 4-week washout is permitted for palliative radiation [≤4 weeks of radiotherapy] to non-CNS disease). A tumour intended for injection that is immediately adjacent to, or with infiltration into, any major artery or vein. A tumour intended for injection located in an area where post-injection swelling could compromise the airway. Any previous intervention in the area of the intended injected tumour in proximity of the airway (such that tracking of the injected fluid may be unpredictable and could lead to airway swelling). A histologically confirmed diagnosis of uveal or mucosal melanoma as the only intended injected tumour. Have a positive urine pregnancy test within 72 hours prior to start of study treatment (Note: If the urine test is positive or cannot be confirmed as negative, a serum pregnancy test will be required). Have received a live vaccine within 30 days prior to the start of study treatment. Examples of live vaccines include, but are not limited to, the following: measles, mumps, rubella, varicella/zoster (chicken pox), yellow fever, rabies, Bacillus Calmette-Guérin (BCG) and typhoid vaccine. (Note: Seasonal influenza vaccines for injection are generally killed virus vaccines and are allowed; however, intranasal influenza vaccines [e.g., FluMist®] are live attenuated vaccines and are not allowed). Are planning to receive concomitant other biologic therapy, hormonal therapy, other chemotherapy to treat their melanoma while on study treatment. Have received any of the following within 4 weeks prior to the start of study treatment; systemic anticancer therapy, including investigational agents, or has participated in a study of an investigational agent or has used an investigational device. (Note: Patients who have entered the follow-up phase of an investigational study may participate as long as it has been at least 4 weeks after the last dose of the previous investigational agent). Patients must have recovered from all AEs due to previous therapies to ≤ Grade 1 or baseline patients with ≤ Grade 2 neuropathy may be eligible. (Note: If patient received major surgery, they must have recovered adequately from the toxicity and/or complications from the intervention prior to starting study treatment). (Note: Patients who have received systemic anticancer therapy can be considered for inclusion provided a washout period of 4 weeks or 5 half-lives, whichever is shorter, has occurred). Have known, current or history of central nervous system metastases, active cerebral metastasis and/or carcinomatous meningitis. Have any bleeding diathesis or coagulopathy, or are taking warfarin, that would make intratumoural injection or biopsy unsafe. Clinically significant acute or unstable cardiovascular, cerebrovascular disorders. Patients with significant peripheral vascular disease whose accessible tumours intended for injection are located in their extremities. Have prior allogeneic tissue/solid organ transplant. Have a history of allergic reactions or severe hypersensitivity (Grade ≥ 3) attributed to tigilanol tiglate or pembrolizumab, compounds of similar chemical or biologic composition to tigilanol tiglate or pembrolizumab, any of their excipients or other agents used in the study, or have experienced unacceptable toxicity to a checkpoint inhibitor. Have an active infection requiring systemic therapy. Have known immunodeficiency or are receiving chronic systemic steroid therapy (in dosing exceeding 10 mg daily of prednisone equivalent) or any other form of immunosuppressive therapy within 7 days prior to the start of study treatment. Have a known additional malignancy that is progressing or has required active treatment within the past 3 years. (Note: Patients with basal cell carcinoma of the skin, squamous cell carcinoma of the skin, or carcinoma in situ [e.g., breast carcinoma, or cervical cancer in situ] that have undergone potentially curative therapy are not excluded). Have active autoimmune disease that has required systemic treatment in the past 2 years (i.e., with use of disease modifying agents, corticosteroids or immunosuppressive drugs). (Note: Replacement therapy [e.g., thyroxine, insulin, or physiologic corticosteroid replacement therapy for adrenal or pituitary insufficiency] is not considered a form of systemic autoimmune treatment and is allowed). Have a history of non-infectious pneumonitis / interstitial lung disease that required steroids or has current pneumonitis / interstitial lung disease. Have known human immunodeficiency virus (HIV) and/or history of Hepatitis B or Hepatitis C viral infections, or known to be positive for Hepatitis B antigen (HbsAg), Hepatitis B virus (HBV) DNA or Hepatitis C Antibody or RNA. (Note: Active Hepatitis C virus [HCV] is defined by a known positive Hepatitis C Antibody result and known quantitative HCV RNA results greater than the lower limits of detection of the assay). Have a known psychiatric or substance abuse disorder that would interfere with the patient's ability to cooperate with the requirements of the study. Have a history of or current evidence of any condition, therapy or laboratory abnormality that might confound the results of the study, interfere with the patient's participation for the full duration of the study, or is not in the best interest of the patient to participate, in the opinion of the treating Investigator.