Immunotherapy has meant a great scientific advance in the treatment of cancer in recent years, being considered as the therapeutic cornerstone of some neoplasms. However, in some types of cancer only a fraction of patients achieve benefit, posing the challenges and limitations that lead us to the need to understand the complexity of tumor biology, the microenvironment and the responsiveness of each agent. The results currently exceed what was achieved by conventional chemotherapy, although it is not yet possible to determine whether these responses are lasting or represent cure. In this review, a broad approach to immunotherapy in cancer is proposed, from the basics to its clinical application, a discovery that was awarded the Nobel Prize in Medicine in 2018.