Despite the extensive efforts by researchers in the study of cancer, the resultant therapeutic impacts remained limited. Consequently, cancer has persistently ranked as the top leading cause of mortality for several decades. In the recent years, the focus has shifted to recognizing the significance of the complex networks within the tumor microenvironment (TME) due to their impacts on patients’ prognosis and therapeutic effects. TME plays a crucial role in cancer progression, as it improves cancer cells survival and promotes the escape of cancer cells from immunosurveillance. Besides, the invasiveness of cancer cells is enhanced by the interplays between cellular and structural components of the TME. For instance, TME could enhance cancer progression by building a mechanical barrier that inhibits the infiltration of anti-tumoral immune cells or therapeutic agents. Even though the TME possesses both anti-tumoral and pro-tumoral immune cells, the pro-tumoral immune cells usually outnumber their counterparts in the majority of cancer patients. This immune imbalance contributes to the severe immunosuppression properties in cancer, and it is regulated by various immune cells and their respective immunomodulatory cytokines via a complex interaction. Hence, immunotherapies are developed, aiming to restore the immune balance in the TME. In this chapter, we focus on the paradoxical roles of different immune cells and how they contribute to the tumor-antagonizing or tumor-promoting effects.