To date, the public health system has been impacted by the increasing costs of many diagnostic and therapeutic pathways due to limited resources. At the same time, we are constantly seeking to improve these paths through approaches aimed at personalized medicine. To achieve the required levels of diagnostic and therapeutic precision, it is necessary to integrate data from different sources and simulation platforms. Today, artificial intelligence (AI), machine learning (ML), and predictive computer models are more efficient at guiding decisions regarding better therapies and medical procedures. The evolution of these multiparametric and multimodal systems has led to the creation of digital twins (DTs). The goal of our review is to summarize AI applications in discovering new immunotherapies and developing predictive models for more precise immunotherapeutic decision-making. The findings from this literature review highlight that DTs, particularly predictive mathematical models, will be pivotal in advancing healthcare outcomes. Over time, DTs will indeed bring the benefits of diagnostic precision and personalized treatment to a broader spectrum of patients.