Both epidemiological and clinical evidences have indicated a strong association between inflammation and cancers. However, the molecular and genetic relationships between inflammation and tumor just begin to be understood. Accumulating data have established the notion that tumor microenvironment is largely orchestrated by the infiltrated immune cells including T lymphocytes, macrophages, dendritic cells, and mast cells. These cells are recruited to the tumor stroma and co-operate with each other, either to facilitate the initiation, invasion, migration and metastasis of tumor, or to elicit the anti-tumor immunity. Here, we review recent progress on how these immune cells function in tumor microenvironment. Understanding this issue is critical for developing novel strategies of tumor immune therapy.