Over the past years, advances in cancer immunotherapy have resulted in innovative and novel approaches in molecular cancer diagnostics and cancer therapeutic procedures. However, due to tumor heterogeneity and inter-tumoral discrepancy in tumor immunity, the clinical benefits are quite restricted. The goal of this review is to evaluate the major cytokines-interleukins involved in cancer immunotherapy and project their basic biochemical and clinical applications. Emphasis will be given to new cytokines in pre-clinical development, and potential directions for future investigation using cytokines. Furthermore, current interleukin-based approaches and clinical trial data from combination cancer immunotherapies will also be discussed. It appears that continuously increasing comprehension of cytokine-induced effects, cancer stemness, immunoediting, immune-surveillance as well as understanding of molecular interactions emerging in the tumor microenvironment and involving microRNAs, autophagy, epithelial-mesenchymal transition (EMT), inflammation, and DNA methylation processes may hold much promise in improving anti-tumor immunity. To this end, the emerging in-depth knowledge supports further studies on optimal synergistic combinations and additional adjuvant therapies to realize the full potential of cytokines as immunotherapeutic agents.