One of the most controversial issues in immunology for over a century has been whether an effective immune response can be elicited against malignant tumours. Whether the immunology community has believed cancer immunotherapy is feasible or impossible has been largely determined by the prevailing immunological paradigms at that time. In fact, during the last 110 years it is possible to trace at least five dramatic fluctuations in attitude towards cancer immunotherapy. It now appears, however, that overwhelming evidence is available to support the view that both the innate and adaptive immune responses can recognize and eliminate tumours. On the other hand, it remains to be seen if these immune responses can be harnessed to control cancer as, at the time of diagnosis, many tumours have already been immunoselected to be highly resistant to immune elimination. Based on these observations it is argued that immunotherapy approaches, other than the generation of tumour‐specific cytotoxic T lymphocytes, must be explored. Alternative strategies include recruiting tumouricidal myeloid cells into tumours, generating antiangiogenic immune responses and directing innate immunity to hypoxia‐induced ligands on tumour cells.