Despite significant progress in molecular oncology and immuno-oncology, only 20-30 % of patients with advanced cancer can be cured with modern treatments indicating that new approaches are needed. Further improvements in immunotherapy of cancer are associated with enhanced tumor immunogenicity, induction of inflammatory phenotype and inhibition of immune suppression at the tumor microenvironment level. In this context, high-intensity focused ultrasound (HIFU) ablation have several advantages, particularly it is able to elicits a rapid clinical and immune response, is non-invasive, have low local morbidity, allows repeated sonications, have relative low cost and does not require long hospitalization. In addition to cytoreduction and decreasing of systemic immune suppression, HIFU generates a tumor debris depot acting as vaccine in situ. Immunogenic cell death elicits a CD4+ and CD8+ cytotoxic T-cell response, but several regulatory mechanisms, particularly PD-1L expression, are promoted in response to enhanced immune cells infiltration of heated and distal tumors. This results in low rate of durable and clinically relevant abscopal effects. For these reasons HIFU is currently viewed as a part of strategies targeting multiple steps of cancer immune cycle (TLR agonists, GM-CSF, cytokines, CTLA-4, PD-1 / PD-1L inhibitors, T-cell co-stimulation agonists, adoptive cell therapy etc). Higher rate of abscopal effects and improved survival have been shown in some preclinical studies using thermal ablations in combination with immunotherapy. In this setting, there is an opportunity to use check-point inhibitors in reduced doses. In addition, tumor ablation after non-effective immunotherapy could induce a new cancer antigens spreading, T-cell repertoire changes and enhance tumor responsiveness to treatment. Based on encouraging preclinical data, this exiting approach is currently explored in some ongoing trials aiming to evaluate the optimal treatment sequences and its clinical efficacy.