Cancer immunotherapy has long been an essential segment of current research and presents several problems to contemporary medicine. Though their precise roles are still elusive, recent studies have highlighted the importance of both innate and adaptive immune defence systems in the development and management of cancer. The immune system plays a crucial role in cancer prevention and control by identifying and eliminating abnormal cells. This activity can be evidenced in tumour-infiltrating lymphocytes (TILs), immune cells found within and surrounding tumours. TILs often correlate with better patient outcomes, indicating an active immune response against the cancer. This review investigates how these immune systems help tumour cells acquire the ability to infiltrate malignantly and elude immune defences. Tumour-associated macrophages (TAMs), myeloid-derived suppressor cells (MDSCs), and regulatory T cells (Tregs) are among the invading immune cell types whose roles in tumour development and immune suppression are investigated. These cells help cancers avoid being detected by the immune system, which increases their aggressiveness and ability to spread. Further, we have discussed the potential treatment approaches that target these immune processes, including immune checkpoint inhibitors (ICIs) and cutting-edge immunotherapies intended to reestablish robust anti-tumour responses. Researchers can find new ways to improve the efficacy of cancer immunotherapies by comprehending the intricate relationships between malignancies and the immune system. Moreover, we have summarized how targeting the immune response leads to more potent medications, enhancing the patient's outcome and survival.