The ideal cancer therapy not only induces the death of all localized tumour cells without damage to surrounding normal tissue, but also activates a systemic antitumour immunity. High-intensity focused ultrasound (HIFU) has the potential to be such a treatment, as it can non-invasively ablate a targeted tumour below the skin surface, and may subsequently augment host antitumour immunity. In addition to thermal and cavitation effects, which act directly and locally on the tumour, there is increasing evidence linking systemic anti-tumour immune response to HIFU ablation. This may provide micro-metastatic control and long-term tumour resistance for cancer patients. The goal of this article is to review the emerging pre-clinical and clinical results suggesting that HIFU ablation may enhance host anti-tumour immunity, and to discuss its potential mechanisms. It is concluded that the systemic immune response induced by thermal ablation may play an important role in local recurrence and metastasis control after HIFU treatment.