Cytokines are molecular messengers that allow the cells of the immune system to communicate with one another to generate a coordinated, robust, but self-limited response to a target antigen. The growing interest over the past two decades in harnessing the immune system to eradicate cancer has been accompanied by heightened efforts to characterize cytokines and exploit their vast signaling networks to develop cancer treatments. The goal of this paper is to review the major cytokines involved in cancer immunotherapy and discuss their basic biology and clinical applications. The paper will also describe new cytokines in pre-clinical development, combinations of biological agents, novel delivery mechanisms, and potential directions for future investigation using cytokines.