RNAi effectors (e.g. siRNA, shRNA and miRNA) can trigger the silencing of specific genes causing alteration of genomic functions becoming a new therapeutic area for the treatment of infectious diseases, neurodegenerative disorders and cancer. In cancer treatment, RNAi effectors showed potential immunomodulatory actions by down-regulating immuno-suppressive proteins, such as PD-1 and CTLA-4, which restrict immune cell function and present challenges in cancer immunotherapy. Therefore, compared with extracellular targeting by antibodies, RNAi-mediated cell-intrinsic disruption of inhibitory pathways in immune cells could promote an increased anti-tumour immune response. Along with non-viral vectors, DNA-based RNAi strategies might be a more promising method for immunomodulation to silence multiple inhibitory pathways in T cells than immune checkpoint blockade antibodies. Thus, in this review, we discuss diverse RNAi implementation strategies, with recent viral and non-viral mediated RNAi synergism to immunotherapy that augments the anti-tumour immunity. Finally, we provide the current progress of RNAi in clinical pipeline.