Cancer immunotherapy has steadily progressed during the past decades, with checkpoint inhibitor therapy becoming the latest and one of the most promising treatments. Despite the progress, most of the patients do not respond or develop resistance, and novel additional approaches are needed to improve the clinical effectiveness of immunotherapy. Trained immunity (TI) has been described recently as a process of epigenetic and metabolic reprogramming that induces a long-term enhanced function of innate immune cells. TI is considered to have beneficial effects in improving host response to infections and vaccination, and increasing evidence suggests that TI-mediated mechanisms also have useful and potent antitumor effects. We hypothesized that novel and more effective approaches for immunotherapy in cancer may involve induction of TI, alone or in combination with current immunotherapies.