Experimental and clinical studies indicate that cells of the innate and adaptive immune system have both anti- and pro-tumor activities. This dual role of the immune system has led to a conceptual shift in the role of the immune system's regulation of cancer, in which immune-tumor cell interactions are understood as a dynamic process that comprises at least five phases: immunosurveillance, immunoselection, immunoescape, oncotraining, and oncopromotion. The tumor microenvironment shifts immune cells to perform functions more in tune with the tumor needs (oncotraining); these functions are related to chronic inflammation and tissue remodeling activities. Among them are increased proliferation and survival, increased angiogenesis and vessel permeability, protease secretion, acquisition of migratory mesenchymal characteristics, and self-renewal properties that altogether promote tumor growth and metastasis (oncopromotion). Important populations in all these pro-tumor processes are M2 macrophages, N2 neutrophils, regulatory T cells, and myeloid derived suppressor cells; the main effectors molecules are CSF-1, IL-6, metalloproteases, VEGF, PGE-2, TGF-β, and IL-10. Cancer prognosis correlates with densities and concentrations of protumoral populations and molecules, providing ideal targets for the intelligent design of directed preventive or anticancer therapies.