Cancer immunotherapy is a promising approach that has recently gained its importance in treating cancer. Despite various approaches of immunotherapies being used to target cancer cells, they are either not effective against all types of cancer or for all patients. Although efforts are being made to improve the cancer immunotherapy in all possible ways, one important hindrance that lowers the immune response to kill cancer cells is the infiltration of Regulatory T (Treg) cells into the tumor cells, favoring tumor progression, on one hand, and inhibiting the activation of T cells to respond to cancer cells, on the other hand. Therefore, new anti-cancer drugs and vaccines fail to show promising results against cancer. This is due to the infiltration of Treg cells into the tumor region and suppression of anti-cancer activity. Thus, regardless of various types of immunotherapies being practiced, understanding the mechanisms of how Treg cells favor tumor progression and inhibition of anti-cancer activity is worthwhile. Therefore, the review highlights the importance of Tregs cells and how depletion of Treg cells can pave the way to an effective immunotherapy by activating the immune responses against cancer.