The incidence of cutaneous melanoma, a highly malignant skin cancer, is increasing yearly. While surgical removal of the tumor is the mainstay of treatment for patients with locally confined disease, those with metastases face uncertainty when it comes to their treatment. As melanoma is a relatively immunogenic cancer, current guidelines suggest using immunotherapies that can rewire the host immune response to target melanoma tumor cells. Intralesional therapy, where immunomodulatory agents are injected directly into the tumor, are an emerging aspect of treatment for in-transit melanoma because of their ability to mitigate severe off-target immune-related adverse events. However, their immunomodulatory mechanisms are poorly understood. In this review, we will summarize and discuss the different intralesional therapies for metastatic melanoma with respect to their clinical outcomes and immune molecular mechanisms.