Dendritic cell (DC) vaccines induce specific immune responses that can selectively eliminate target cells. In recent years, many studies have been conducted to explore DC vaccination in the treatment of hematological malignancies, including acute myeloid leukemia and myelodysplastic syndromes, as well as other nonleukemia malignancies. There are at least two different strategies that use DCs to promote antitumor immunity: in situ vaccination and canonical vaccination. Monocyte-derived DCs (mo-DCs) and leukemia-derived DCs (DCleu) are the main types of DCs used in vaccines for AML and MDS thus far. Different cancer-related molecules such as peptides, recombinant proteins, apoptotic leukemic cells, whole tumor cells or lysates and DCs/DCleu containing a vaster antigenic repertoire with RNA electroporation, have been used as antigen sources to load DCs. To enhance DC vaccine efficacy, new strategies, such as combination with conventional chemotherapy, monospecific/bispecific antibodies and immune checkpoint-targeting therapies, have been explored. After a decade of trials and tribulations, much progress has been made and much promise has emerged in the field. In this review we summarize the recent advances in DC vaccine immunotherapy for AML/MDS as well as other nonleukemia malignancies.