The immune system against tumors acts through a complex dynamical process showing a dual role. On the one hand, the immune system can activate some immune cells to kill tumor cells (TCs), such as cytotoxic T lymphocytes (CTLs) and natural killer cells (NKs), but on the other hand, more evidence shows that some immune cells can help tumor escape, such as regulatory T cells (Tregs). In this paper, we propose a tumor immune interaction model based on Tregs-mediated tumor immune escape mechanism. When helper T cells’ (HTCs) stimulation rate by the presence of identified tumor antigens is below critical value, the coexistence (tumor and immune) equilibrium is always stable in its existence region. When HTCs stimulation rate is higher than the critical value, the inhibition rate of effector cells (ECs) by Tregs can destabilize the coexistence equilibrium and cause Hopf bifurcations and produce a limit cycle. This model shows that Tregs might play a crucial role in triggering the tumor immune escape. Furthermore, we introduce the adoptive cellular immunotherapy (ACI) and monoclonal antibody immunotherapy (MAI) as the treatment to boost the immune system to fight against tumors. The numerical results show that ACI can control TCs more, while MAI can delay the inhibitory effect of Tregs on ECs. The result also shows that the combination of both immunotherapies can control TCs and reduce the inhibitory effect of Tregs better than a single immunotherapy can control.