The DNA damage response (DDR) is an organized network of multiple interwoven components evolved to repair damaged DNA and maintain genome fidelity. Conceptually the DDR includes damage sensors, transducer kinases, and effectors to maintain genomic stability and accurate transmission of genetic information. We have recently gained a substantially improved molecular and mechanistic understanding of how DDR components are interconnected to inflammatory and immune responses to stress. DDR shapes both innate and adaptive immune pathways: (i) in the context of innate immunity, DDR components mainly enhance cytosolic DNA sensing and its downstream STimulator of INterferon Genes (STING)-dependent signaling; (ii) in the context of adaptive immunity, the DDR is needed for the assembly and diversification of antigen receptor genes that is requisite for T and B lymphocyte development. Imbalances between DNA damage and repair impair tissue homeostasis and lead to replication and transcription stress, mutation accumulation, and even cell death. These impacts from DDR defects can then drive tumorigenesis, secretion of inflammatory cytokines, and aberrant immune responses. Yet, DDR deficiency or inhibition can also directly enhance innate immune responses. Furthermore, DDR defects plus the higher mutation load in tumor cells synergistically produce primarily tumor-specific neoantigens, which are powerfully targeted in cancer immunotherapy by employing immune checkpoint inhibitors to amplify immune responses. Thus, elucidating DDR-immune response interplay may provide critical connections for harnessing immunomodulatory effects plus targeted inhibition to improve efficacy of radiation and chemotherapies, of immune checkpoint blockade, and of combined therapeutic strategies.