As the essential sexual hormone, estrogen and its receptor has been proved to participate in the regulation of autoimmunity diseases and anti-tumor immunity. The adjustment of tumor immunity is related to the interaction between cancer cells, immune cells and tumor microenvironment, all of which is considered as the potential target in estrogen-induced immune system regulation. However, the specific mechanism of estrogen-induced immunity is poorly understood. Typically, estrogen causes the nuclear localization of estrogen/estrogen receptor complex and alternates the transcription pattern of target genes, leading to the reprogramming of tumor cells and differentiation of immune cells. However, the estrogen-induced non-canonical signal pathway activation is also crucial to the rapid function of estrogen, such as NF-κB, MAPK-ERK, and β-catenin pathway activation, which has not been totally illuminated. So, the investigation of estrogen modulatory mechanisms in these two manners is vital for the tumor immunity and can provide the potential for endocrine hormone targeted cancer immunotherapy. Here, this review summarized the estrogen-induced canonical and non-canonical signal transduction pathway and aimed to focus on the relationship among estrogen and cancer immunity as well as immune-related tumor microenvironment regulation. Results from these preclinical researches elucidated that the estrogen-target therapy has the application prospect of cancer immunotherapy, which requires the further translational research of these treatment strategies.