Conventional chemotherapies can stimulate the immune system by increasing tumour antigenicity (e.g., neoantigen exposure to immune cells) and altering adjuvanticity in the tumour (e.g., danger associated molecular patterns and cytokines). These molecules promote the recruitment, activation, and maturation of dendritic cells, which in turn, prime and activate cytotoxic T cells against tumour cells. However, several factors can decrease the immunostimulatory efficacy of chemotherapeutic agents. These include reduced tumour cell antigenicity and adjuvanticity and compromised immune function at a local and systemic level. Findings from preclinical studies show that dietary restriction and exercise promote systemic changes that may help to restore immune system function through several mechanisms, including an enhanced infiltration and function of antitumoral immune cells and a decrease in immunosuppressive cells, leading to a reduction in tumour volume. In addition, dietary restriction and exercise training in mice have been shown to enhance the efficacy of chemotherapy. In human studies there is also emerging evidence that dietary restriction and exercise can impact the immune system towards a more antitumoral profile. In this review, we discuss the immunostimulatory effects of dietary restriction (caloric restriction and fasting) and exercise training in preclinical cancer models, and potential synergies with chemotherapy. We then review clinical studies assessing the effects of these interventions on immune-related endpoints and tumour responses. Finally, we propose that combining dietary restriction with exercise could be a promising strategy to increase chemotherapy efficacy.