Epidemiological studies have established an association between obesity, insulin resistance, type 2 diabetes and a number of cancer types. Research has focused predominantly on altered endocrine factors, growth factors and signalling pathways, with little known in man about the immune involvement in the relevant pathophysiological processes. Moreover, in an era of exciting new breakthroughs in cancer immunotherapy, there is also a need to study the safety and efficacy of immunotherapeutics in the complex setting of inflammatory-driven obesity-associated cancer. This review addresses key immune cell subsets underpinning obesity-associated inflammation and describes how such immune compartments might be targeted to prevent and treat obesity-associated cancer. We propose that the modulation, metabolism, migration and abundance of pro- and anti-inflammatory cells and tumour-specific T cells might be therapeutically altered to both restore immune balance, alleviating pathological inflammation, and to improve anti-tumour immune responses in obesity-associated cancer.