In the past decade, the study of mechanisms of cancer immunity has seen a prominent boom, which paralleled the increased amount of research on the clinical efficacy of immune checkpoint blockade in several lethal types of cancers. This conspicuous effort has led to the development of successful immunotherapy treatment strategies, whose medical impact has been recognized by the awarding of 2018 Nobel Prize in Physiology or Medicine to the two pioneers of check point inhibitor research, Tasuku Honjo and James Allison. Despite these promising achievements, the differences in the clinical response rate in different cancer patients and the high risk of toxicity of immune-based therapies represent crucial challenges. More remarkably, the causes responsible for different outcome (success vs failure) in patients with tumor having same histotype and clinical characteristics remain mostly unknown. MicroRNAs (miRNAs), small regulatory noncoding RNA molecules representing the most studied component of the dark matter of the human genome, are involved in the regulation of many pathways of cancer and immune cells. Therefore, understanding the role of miRNAs in controlling cancer immunity is necessary, as it can contribute to reveal mechanisms that can be modulated to improve the success of immunetherapy in cancer patients. Here, we discuss the latest findings on immune pathways regulated by miRNAs in cancer, miRNA-mediated regulation of immune cells in the tumor microenvironment, and miRNAs as potential target for immunotherapies.