Proteasome inhibition and oncolytic virotherapy are two emerging targeted cancer therapies. Bortezomib, a proteasome inhibitor, disrupts the degradation of proteins in the cell leading to accumulation of unfolded proteins inducing apoptosis. On the other hand, oncolytic virotherapy uses genetically modified oncolytic viruses (OV) to infect cancer cells, induce cell lysis, and activate an antitumour response. In this work, optimal control theory is used to minimize the cancer cell population by identifying strategic infusion protocols of bortezomib, OV and natural killer (NK) cells. Three different therapeutic protocols are explored: (i) periodic bortezomib and single administrations of both OV and NK cells therapy; (ii) alternating sequential combination therapy; and (iii) NK cell depletion and infusion therapy. In the first treatment scheme, early OV administration followed by well-timed adjuvant NK cell infusion maximizes antitumour efficacy. The second strategy supports timely OV infusion. The last treatment scheme indicates that transient NK cell depletion followed by appropriate NK cell adjuvant therapy yields the maximal benefits. Relative doses and administrative costs of the three anticancer agents for each approach are qualitatively presented. This study provides potential polytherapeutic strategies in cancer treatment.