Recent rapid development of cancer therapy has come about with the paradigm shift from the traditional goal of targeting cancer cells themselves, to reprograming the immune tumor microenvironment. Accumulating evidence shows that compounds that target epigenetic regulation, called epidrugs, play a crucial role in mediating the immunogenicity of cancer cells and in reshaping antitumor immunity. A large body of literature has recognized natural compounds as epigenetic modulators for their immunomodulatory effects and anticancer potential. Unifying our understanding of the role of these biologically active compounds in immuno-oncology may open new avenues for more effective cancer therapies. In this review, we explore how natural compounds modulate the epigenetic machinery to shape antitumor immune response, highlighting the promise offered by the Mother Nature that could be exploited therapeutically to improve outcomes for cancer patients.