Emerging immunotherapies targeting immune checkpoints and tumor associated antigens are leading to important clinical advances and providing a new weapon in patients with prostate (PCa) and bladder cancer (BC) and, in particular, with renal cell carcinoma (RCC). The possibility to integrate these agents in the current therapeutic scenario or genitourinary tumors, both in sequential or combined approaches, relies on a more profound comprehension of the protumorigenic activity of the immune system and of the mechanisms of cancer-related immunosuppression. In this regards, neutrophils, T and B lymphocytes and tumor-associated macrophages (TAMs) are implicated in the pathogenesis, progression and development of drug resistance in genitourinary tumors. This review is an overview on the recent insights concerning the role of immune cells in this context.