Obesity induces chronic low-grade inflammation which fosters innate and adaptive immune dysfunctions. Additionally, obesity increases the risk of several types of cancer, including renal cell carcinoma, postmenopausal breast cancer, and endometrial cancer. The rising prevalence of obesity in US adults and adolescents will likely precede heightened percentages of obese patients with these cancers, which makes studying them in the context of obesity essential for developing effective therapies. Despite significant achievements of cancer immunotherapies in preclinical models, successful clinical translation of these therapies in patients has been underwhelming. Investigating the basis for immunotherapeutic failure in patients is crucial for improving the response rate. As obesity is a major comorbidity in many cancer patients, and a contributor to diminished immunity, understanding the extent to which obesity alters immune responses to tumors in the absence or presence of immune-based therapy is crucial. Here, we have summarized current knowledge regarding the multifaceted relationship between cancer, obesity, immunity, and immunotherapeutic efficacy.