Background The oncolytic virus, coxsackievirus A21 (CVA21), has shown promise as a single agent in several clinical trials and is now being tested in combination with immune checkpoint blockade. Combination therapies offer the best chance of disease control; however, the design of successful combination strategies requires a deeper understanding of the mechanisms underpinning CVA21 efficacy, in particular, the role of CVA21 anti-tumor immunity. Therefore, this study aimed to examine the ability of CVA21 to induce human anti-tumor immunity, and identify the cellular mechanism responsible. Methods This study utilized peripheral blood mononuclear cells from i) healthy donors, ii) Acute Myeloid Leukemia (AML) patients, and iii) patients taking part in the STORM clinical trial, who received intravenous CVA21; patients receiving intravenous CVA21 were consented separately in accordance with local institutional ethics review and approval. Collectively, these blood samples were used to characterize the development of innate and adaptive anti-tumor immune responses following CVA21 treatment. Results An Initial characterization of peripheral blood mononuclear cells, collected from cancer patients following intravenous infusion of CVA21, confirmed that CVA21 activated immune effector cells in patients. Next, using hematological disease models which were sensitive (Multiple Myeloma; MM) or resistant (AML) to CVA21-direct oncolysis, we demonstrated that CVA21 stimulated potent anti-tumor immune responses, including: 1) cytokine-mediated bystander killing; 2) enhanced natural killer cell-mediated cellular cytotoxicity; and 3) priming of tumor-specific cytotoxic T lymphocytes, with specificity towards known tumor-associated antigens. Importantly, immune-mediated killing of both MM and AML, despite AML cells being resistant to CVA21-direct oncolysis, was observed. Upon further examination of the cellular mechanisms responsible for CVA21-induced anti-tumor immunity we have identified the importance of type I IFN for NK cell activation, and demonstrated that both ICAM-1 and plasmacytoid dendritic cells were key mediators of this response. Conclusion This work supports the development of CVA21 as an immunotherapeutic agent for the treatment of both AML and MM. Additionally, the data presented provides an important insight into the mechanisms of CVA21-mediated immunotherapy to aid the development of clinical biomarkers to predict response and rationalize future drug combinations. Electronic supplementary material The online version of this article (10.1186/s40425-019-0632-y) contains supplementary material, which is available to authorized users.