NK cells are an attractive target for cancer immunotherapy due to their potent antitumor activity. The main advantage of using NK cells as cytotoxic effectors over T cells is a reduced risk of graft versus host disease. At present, several variants of NK-cell-based therapies are undergoing clinical trials and show considerable effectiveness for hematological tumors. In these types of cancers, the immune cells themselves often undergo malignant transformation, which determines the features of the disease. In contrast, the current use of NK cells as therapeutic agents for the treatment of solid tumors is much less promising. Most studies are at the stage of preclinical investigation, but few progress to clinical trials. Low efficiency of NK cell migration and functional activity in the tumor environment are currently considered the major barriers to NK cell anti-tumor therapies. Various therapeutic combinations, genetic engineering methods, alternative sources for obtaining NK cells, and other techniques are aiming at the development of promising NK cell anticancer therapies, regardless of tumorigenesis. In this review, we compare the role of NK cells in the pathogenesis of hematological and solid tumors and discuss current prospects of NK-cell-based therapy for hematological and solid tumors.