The history of immunotherapy to treat cancer began in 1891 when the American surgeon William Coley performed intra-tumoural injections with inactivated bacteria in patients with advanced sarcoma, in an attempt to stimulate anti-tumour immunity. Modern immunotherapy gradually made its way over the last 50 years, as a better understanding of anti-cancer immunity has been gained. Immunotherapeutic agents target three essential steps in the immune response to tumour-associated antigens, namely antigen presentation, effector T-cell response, and inhibition of tumour-driven immunosuppression. Conventional chemotherapy and immunotherapy agents differ in their mode of action, predicted endpoints, and toxicities. The development and approval of immuno therapy drugs has therefore challenged our traditional view of conducting clinical trials. Many challenges with great promises still lie ahead, including combination therapies and individualised therapy based on patients’ predicted responses to treatments.