Natural killer (NK) cells are critical players during tumor growth control in immunocompetent hosts. These cells also establish a cross-talk with dendritic cells (DCs) and promote a Th1-mediated immunity. NKG2D is a pivotal receptor that directs the tumoricidal activity of NK cells through the recognition of a group of ligands such as MICA widely expressed on different tumors. Here we will review the most important tumor immune escape mechanisms that compromise the functionality of NKG2D and its cognate ligands, including TGF-beta secretion, tumor shedding of soluble MICA, and additional mechanisms that compromise the tumoricidal activity of NKG2D-expressing cells. Such mechanisms may also dampen the cross-talk between NK cells and DCs during the anti-tumor immune responses. Recent knowledge may lead to innovative approaches to promote efficient NK cell-mediated anti-tumor immune responses.