Emerging evidence has unveiled a critical role for immunological parameters in predicting tumor prognosis and clinical responses to anticancer therapeutics. On the other hand, responsiveness to anticancer drugs greatly modifies the repertoires, phenotypes, and immunogenicity of tumor-infiltrating immune cells, serving as a critical factor to regulate tumorigenic activities and the emergence of therapy-resistant phenotypes. Tumor-associated immune functions are influenced by distinct or overlapping sets of therapeutic modalities, such as cytotoxic chemotherapy, radiotherapy, or molecular-targeted therapy, and various anticancer modalities have unique properties to influence the mode of cross-talk between tumor cells and immune cells in tumor microenvironments. Thus, it is critical to understand precise molecular machineries whereby each anticancer strategy has a distinct or overlapping role in regulating the dynamism of reciprocal communication between tumor and immune cells in tumor microenvironments. Such an understanding will open new therapeutic opportunities by harnessing the immune system to overcome resistance to conventional anticancer drugs.