Several studies suggest that the progression of malignant tumors as well as the response to chemotherapy and targeted therapy is critically dependent on the immunological parameters that are derived from the host immune system as well as a modulation of the immune system by therapeutic antibodies. It has been shown for many tumor types that the presence of a lymphocytic infiltrate in different types of cancers is a positive factor for clinical outcome and that the response to neoadjuvant chemotherapy is increased in a tumor with a prominent pretherapeutic infiltrate. Furthermore, new targeted therapies in breast cancer, such as trastuzumab, as well as in hematological malignancies, such as rituximab and alemtuzumab, have been shown to interact with immunological pathways, and this interaction is critical for response and clinical outcome. In neoplasms of lymphoid and hematopoietic tissues, targeted therapies not only reduce toxic effects on normal tissues but also lead to modulations of the immune system depending on the target molecule, its physiological function and cellular distribution. This review gives an overview on clinical data on response to classical chemotherapy as well as molecular targeted therapy and its interaction with the immune system.