Long noncoding RNAs (lnc RNAs) are increasingly known to be important in cancer as they directly interact with the cell cycle, proliferation pathways and microbiome balance. Moreover, lnc RNAs regulate the immune system: they do not directly encode proteins of innate or adaptive immunity, but regulate immune cell differentiation and function, such as dendritic cell activity, T cell ratio and metabolism. The result of this complex interaction is that lnc RNAs regulate cancer processes through a complex multimodal system involving immunity, metabolism and infection. The possible functions of lnc RNAs and their roles in the regulation of cancer immunity will be reported and discussed in the present review. Recent studies showed their function as regulators in the tumour microenvironment (TME), epithelial–mesenchymal transition, microbiota, metabolism and immune cell differentiation. However, there is not much knowledge regarding their roles in cancer immunity regulation. Thus, the main aim of this review is to describe lnc RNAs that have specifically been associated with immunity, the immune cycle and the TME.