Recent technological advances in molecular biology have led to great progress in the knowledge of structure and function of cells and their main constituents. In this setting, “omics” stands out to significantly improve the understanding of etiopathogenetic mechanisms of disease and contribute to the development of new biochemical diagnostics and therapeutic tools. “Omics” indicates the scientific branches investigating every aspect of a cell’s biology, including structures, functions, and dynamics pathways. The main omics are genomics, epigenomics, proteomics, transcriptomics, and metabolomics. Their diffusion, success, and proliferation, addressed to many research fields, have led to many important acquisitions, even in cancer immunology as therapy or biomarker discovery. In the last decade, immunotherapy has become the fourth pillar of treatment for cancer patients. The aim of this chapter is to define the state of the art of “omics” application in cancer immunology, describing the most recent and relevant findings in oncological diseases. In future, its role should be implemented to develop specific predictors and tailored treatments.