Systemic immunotherapies such as immune checkpoint blockade targeted at PD(L)1 and CTLA4 have demonstrated their ability to provide durable tumor responses and long-term overall survival benefits for some patients in several solid tumor types. However, a majority of patients remain resistant to these treatments and a significant proportion of them develop severe autoimmune and inflammatory adverse events. Preclinical studies have demonstrated that intratumoral injections of immunostimulatory products (oncolytics, pattern recognition receptor agonists,…) that are able to trigger type I IFN release and enhance tumor antigen presentation on immune cells could generate a strong antitumor immunity and overcome the resistance to systemic immune checkpoint blockade therapies. The intratumoral immunotherapy strategies that are currently in clinical development offer a unique therapeutic and exploratory setting to better understand the immune contexture across tumor lesions of patients with metastatic cancer. Also these local therapeutic products could turn cold tumors into hot and improve the response rates to cancer immunotherapies while diminishing their systemic exposure and toxicities. Intratumoral immunotherapies could prime or boost the immunity against tumors and therefore radically change the combinatorial therapeutic strategies currently pursued for metastatic and local cancers to improve their long-term survival. We aimed to review and discuss the scientific rationale for intratumoral immunotherapy, the challenges raised by this strategy in terms of drug development within clinical trials and the current state-of-the-art regarding the clinical practice of this innovative approach.