Immunotherapy is an effective treatment option that revolutionizes the management of various cancers. Nevertheless, only a subset of patients receiving immunotherapy exhibit durable responses. Recently, numerous studies have shown that oxidative stress induced by reactive oxygen species (ROS) plays essential regulatory roles in the tumor immune response, thus regulating immunotherapeutic effects. Specifically, studies have revealed key roles of ROS in promoting the release of tumor-associated antigens, manipulating antigen presentation and recognition, regulating immune cell phenotypic differentiation, increasing immune cell tumor infiltration, preventing immune escape and diminishing immune suppression. In the present study, we briefly summarize the main classes of cancer immunotherapeutic strategies and discuss the interplay between oxidative stress and anticancer immunity, with an emphasis on the molecular mechanisms underlying the oxidative stress-regulated treatment response to cancer immunotherapy. Moreover, we highlight the therapeutic opportunities of manipulating oxidative stress to improve the antitumor immune response, which may improve the clinical outcome.