MicroRNAs (miRNAs) are a category of small RNAs that constitute a new layer of complexity to gene regulation within the cell, which has provided new perspectives in understanding cancer biology. The deregulation of miRNAs contributes critically to the development and pathophysiology of a number of cancers. miRNAs have been found to participate in cell transformation and multiplication by acting as tumour oncogenes or suppressors; therefore, harnessing miRNAs may provide promising cancer therapeutics. Another major function of miRNAs is their activity as critical regulatory vehicles eliciting important regulatory processes in anti-tumour immunity through their influence on the development, differentiation and activation of various immune cells of both innate and adaptive immunity. This review aims to summarise recent findings focusing on the regulatory mechanisms of the development, differentiation, and proliferative aspects of the major immune populations by a diverse profile of miRNAs and may enrich our current understanding of the involvement of miRNAs in anti-tumour immunity.