Circular RNA (circRNAs) is a covalently closed circular non-coding RNA formed by reverse back-splicing from precursor messenger RNA. It is found widely in eukaryotic cells and can be released to the surrounding environment and captured by other cell types. This, circRNAs serve as connections between different cell types for the mediation of multiple signaling pathways. CircRNAs reshape the tumor microenvironment (TME), a key factor involved in all stages of cancer development, by regulating epithelial-stromal transformation, tumor vascularization, immune cell function, and inflammatory responses. Immune cells are the most abundant cellular TME components, and they have profound toxicity to cancer cells. This review summarizes circRNA regulation of immune cells, including T cells, natural killer cells, and macrophages; highlights the impact of circRNAs on tumor progression, treatment, and prognosis; and indicates new targets for tumor immunotherapy.