Cancer immunotherapy (CIT) has gained increasing attention and made promising progress in recent years, especially immune checkpoint inhibitors such as antibodies blocking programmed cell death 1/programmed cell death ligand 1 (PD-1/PD-L1) and cytotoxic T lymphocyte-associated protein 4 (CTLA-4). However, its therapeutic efficacy is only 10–30% in solid tumours and treatment sensitivity needs to be improved. The complex tissue environment in which cancers originate is known as the tumour microenvironment (TME) and the complicated and dynamic TME is correlated with the efficacy of immunotherapy. Ultrasound-targeted microbubble destruction (UTMD) is an emerging technology that integrates diagnosis and therapy, which has garnered much traction due to non-invasive, targeted drug delivery and gene transfection characteristics. UTMD has also been studied to remodel TME and improve the efficacy of CIT. In this review, we analyse the effects of UTMD on various components of TME, including CD8+ T cells, tumour-infiltrating myeloid cells, regulatory T cells, natural killer cells and tumour vasculature. Moreover, UTMD enhances the permeability of the blood-brain barrier to facilitate drug delivery, thus improving CIT efficacy in vivo animal experiments. Based on this, we highlight the potential of immunotherapy against various cancer species and the clinical application prospects of UTMD.