Cytokines are key components of the immune system and play pivotal roles in anticancer immune response. Cytokines as either therapeutic agents or targets hold clinical promise for cancer precise treatment. Here, we provide an overview of the various roles of cytokines in the cancer immunity cycle, with a particular focus on the clinical researches of cytokine-based drugs in cancer therapy. We review 27 cytokines in 2630 cancer clinical trials registered with ClinicalTrials.gov that had completed recruitment up to January 2021 while summarizing important cases for each cytokine. We also discuss recent progress in methods for improving the delivery efficiency, stability, biocompatibility, and availability of cytokines in therapeutic applications.