Cancer immunotherapy has shown impressive clinical results in the last decade, improving both solid and hematologic cancer patients' overall survival. Nevertheless, most of the molecular aspects underlying the response to this approach are still under investigation. miRNAs in particular have been described as regulators of a plethora of different immunologic processes and thus have the potential to be key in the future developments of immunotherapy. In this review, we summarize and discuss the emerging role of miRNAs in the diagnosis and therapeutics of the four principal cancer immunotherapy approaches: immune checkpoint blockade, adoptive cell therapy, cancer vaccines, and cytokine therapy. In particular, this review is focused on potential roles for miRNAs to be adjuvants in soluble factor- and cell-based therapies, with the aim of helping to increase specificity and decrease toxicity, and on the potential for rationally identified miRNA-based diagnostic approaches to aid in precision clinical immunooncology.