The majority of current cancer immunotherapy strategies target and potentiate antitumor adaptive immune responses. Unfortunately, the efficacy of these treatments has been limited to a fraction of patients within a subset of tumor types, with an aggregate response rate of approximately 20% to date across all malignancies. The success of therapeutic inhibition of programmed death protein 1 (PD-1), protein death ligand 1 (PD-L1) and cytotoxic T-lymphocyte-associated antigen 4 (CTLA-4) with immune checkpoint inhibitors (ICI) has been limited to “hot” tumors characterized by preexisting T cell infiltration, whereas “cold” tumors, which lack T cell infiltration, have not achieved durable benefit. There are several mechanisms by which “cold” tumors fail to generate spontaneous immune infiltration, which converge upon the generation of an immunosuppressive tumor microenvironment (TME). The role of the innate immune system in tumor immunosurveillance and generation of antitumor immune responses has been long recognized. In recent years, novel strategies to target innate immunity in cancer therapy have emerged, including therapeutic stimulation of pattern recognition receptors (PRRs), such as Toll-like receptors (TLRs); the DNA sensing cGAS/STING pathway; nucleotide-binding oligomerization domain-like receptors (NLRs), such as NLRP3; and the retinoic acid-inducible gene-I (RIG-I)-like receptors (RLRs). In addition, therapeutic modulation of key innate immune cell types, such as macrophages and natural killer cells, has been investigated. Herein, we review therapeutic approaches to activate innate immunity within the TME to enhance antitumor immune responses, with the goal of disease eradication in “cold” tumors. In addition, we discuss rational immune-oncology combination strategies that activate both innate and adaptive immunity, with the potential to enhance the efficacy of current immunotherapeutic approaches.