The nervous system is an important component of the tumor microenvironment (TME), driving tumorigenesis and tumor progression. Neuronal cues (e.g., neurotransmitters and neuropeptides) in the TME cause phenotypic changes in immune cells, such as increased exhaustion and inhibition of effector cells, which promote immune evasion and cancer progression. Two types of immune regulation by tumor-associated nerves are discussed in this review: regulation via neuronal stimuli (i.e., by neural transmission) and checkpoint-mediated neuronal immune regulation. The latter occurs via the expression of immune checkpoints on the membranes of intratumoral nerves and glial cells. Here, we summarize novel findings regarding the neuroimmune circuits in the tumor milieu, while emphasizing the potential targets of new and affordable anticancer therapeutic approaches.