Impressive remissions driven by immunological checkpoint blockade in cancer patients have prompted the scientific community to investigate afresh the crosstalk between cancer cells and the patient's immune system. Preclinical and clinical studies have highlighted that the anticancer efficacy of some conventional chemotherapeutics is based on their ability to restore anticancer immune responses. The current challenge is to understand and circumvent immune resistance mechanisms to chemo- and immunotherapies to design relevant immunotherapy and chemotherapy combinations. In this review, we will summarize which immunological processes are involved in the anticancer action of some cytotoxic agents and discuss the recently unraveled contribution of the gut microbiota into the immunogenicity of anticancer drugs. We will eventually introduce the scientific rationale for therapeutic strategies combining chemotherapeutic drugs and immune checkpoint blockers.