The triadic interplay between sleep, immunity, and cancer represents a growing area of biomedical research with significant clinical implications. This review synthesizes the current knowledge on how sleep influences immune function, the immune system's role in cancer dynamics, and the direct connections between sleep patterns and cancer risk. After a comprehensive overview of the interrelationships among these three domains, the mechanisms of sleep in immune function are described, detailing how sleep regulates the immune system, the effects of sleep duration and quality on immune responses, and the underlying molecular and cellular mechanisms. Also, the complex relationship between immunity and cancer is explored, highlighting the immune system's role in cancer prevention and progression, immune surveillance, tumor microenvironment, and the implications of immunodeficiency and immune modulation on cancer risk. The direct connections between sleep and cancer are then described, presenting epidemiological evidence linking sleep patterns to cancer risk, biological mechanisms that influence cancer development, and the role of sleep disorders in cancer prognosis. The mediating role of sleep between immunity and cancer is highlighted, proposing hypothesized pathways, summarizing evidence from experimental and clinical studies, and evaluating the impact of sleep interventions on immune function and cancer outcomes. This review concludes by discussing the clinical implications and future directions, emphasizing the potential for sleep-based interventions in cancer prevention and treatment, the integration of sleep management in oncology and immunotherapy, and outlining a future research agenda. This agenda includes understanding the mechanisms of the sleep-immunity-cancer interplay, conducting epidemiological studies on sleep and cancer risk, assessing the impact of sleep management in cancer treatment protocols, exploring sleep and tumor microenvironment interactions, and considering policy and public health implications. Through a detailed examination of these interconnected pathways, this review underscores the critical importance of sleep in modulating immune function and cancer outcomes, advocating for interdisciplinary research and clinical strategies to harness this knowledge for improved health outcomes.