Recent clinical trials revealed the impressive efficacy of immunological checkpoint blockade in different types of metastatic cancers. Such data underscore that immunotherapy is one of the most promising strategies for cancer treatment. In addition, preclinical studies provide evidence that some cytotoxic drugs have the ability to stimulate the immune system, resulting in anti-tumor immune responses that contribute to clinical efficacy of these agents. These observations raise the hypothesis that the next step for cancer treatment is the combination of cytotoxic agents and immunotherapies. The present review aims to summarize the immune-mediated effects of chemotherapeutic agents and their clinical relevance, the biological and clinical features of immune checkpoint blockers and finally, the preclinical and clinical rationale for novel therapeutic strategies combining anticancer agents and immune checkpoint blockers.