Abstract: Cancer cells are characterized by higher levels of reactive oxygen species (ROS) compared to normal cells as a result of an imbalance between oxidants and antioxidants. However, cancer cells maintain their redox balance due to their high antioxidant capacity. Recently, a high level of oxidative stress is considered a novel target for anticancer therapy. This can be induced by increasing exogenous ROS and/or inhibiting the endogenous protective antioxidant system. Additionally, the immune system has been shown to be a significant ally in the fight against cancer. Since ROS levels are important to modulate the antitumor immune response, it is essential to consider the effects of oxidative stress-inducing treatments on this response. In this review, we provide an overview of the mechanistic cellular responses of cancer cells towards exogenous and endogenous ROS-inducing treatments, as well as the indirect and direct antitumoral immune effects, which can be both immunostimulatory and/or immunosuppressive. For future perspectives, there is a clear need for comprehensive investigations of different oxidative stress-inducing treatment strategies and their specific immunomodulating effects, since the effects cannot be generalized over different treatment modalities. It is essential to elucidate all these underlying immune effects to make oxidative stress-inducing treatments effective anticancer therapy.