The immunologic approach to tumour therapy is hampered by the development of direct immune escape mechanisms and the induction of an immunosuppressive tumour microenvironment characterised by the expansion of myeloid-derived suppressor cells (MDSCs) and tumour-specific regulatory T cells (Tregs). The implementation of inhibitors targeting protein tyrosine kinases, which are involved in the process of tumour development and angiogenesis, has produced robust clinical responses. The consequences of these compounds on the functionality of immune effector cells have been investigated. This review summarises recent reports on the direct and indirect effects of protein tyrosine kinase inhibitors (TKIs) on the immune system and discusses the application of immunotherapeutic strategies in combination with these inhibitors to improve the efficacy of immune-based therapies.