Despite the developments in anti-cancer therapeutic approaches during the previous decades, cancer is still distinguished as one of the major health problems and a leading cause of death worldwide. Recent innovations in the field of cancer immunotherapy, such as immune checkpoint inhibition and chimeric antigen receptor T-cell therapy, have induced tumor regression in heavily pretreated patients with high-risk tumor subtypes and unresponsive to previous conventional therapies. However, there is so much room to improve the response rates and safety profiles of these immunotherapeutic agents. Preclinical models are a crucial part of cancer research and drug discovery mechanisms. Their capacity to provide a realistic model of human cancer genetic and expression profile, tumor microenvironment, and tumor cells’ response to immunotherapies has tremendously added to our understanding of the tumorigenesis mechanisms and immunotherapeutic agent mechanism of action. Moreover, so many unknown tumor-specific immunological antigens and components can be identified and targeted in mono- or combination therapies to enhance the response rates. The prospective advances in the field of immunotherapy would be highly dependent on our in-depth comprehension of the dynamics and interactions between the tumor cells and their hosts’ immunological components. Many different cancer models have been employed in cancer experiments and brought about their unique advantages along with some limitations. The research on preclinical models has always sought to model the inter- and intratumoral heterogeneity and the interactions in the tumor microenvironment and to enhance the producibility and predictability of the results. In this chapter, we comprehensively review the administered preclinical models in the cancer research experiment, with an emphasis on immunotherapy experiments, from cancer cell lines to non-human primate animal models.