DNA damage occurs across tumorigenesis and tumor development. Tumor intrinsic DNA damage can not only increase the risk of mutations responsible for tumor generation but also initiate a cellular stress response to orchestrate the tumor immune microenvironment (TIME) and dominate tumor progression. Accumulating evidence documents that multiple signaling pathways, including cyclic GMP-AMP synthase-stimulator of interferon genes (cGAS-STING) and ataxia telangiectasia-mutated protein/ataxia telangiectasia and Rad3-related protein (ATM/ATR), are activated downstream of DNA damage and they are associated with the secretion of diverse cytokines. These cytokines possess multifaced functions in the anti-tumor immune response. Thus, it is necessary to deeply interpret the complex TIME reshaped by damaged DNA and tumor-derived cytokines, critical for the development of effective tumor therapies. This manuscript comprehensively reviews the relationship between the DNA damage response and related cytokines in tumors and depicts the dual immunoregulatory roles of these cytokines. We also summarize clinical trials targeting signaling pathways and cytokines associated with DNA damage and provide future perspectives on emerging technologies.