Immune Checkpoint Inhibitors (ICI) have revolutionised cancer care in recent years. Despite a global improvement in the efficacy and tolerability of systemic anticancer treatments, a sizeable proportion of patients still do not benefit maximally from ICI. Extensive research has been undertaken to reveal the immune- and cancer-related mechanisms underlying resistance and response to ICI, yet more limited investigations have explored potentially modifiable lifestyle host factors and their impact on ICI efficacy and tolerability. Moreover, multiple trials have reported a marked and coherent effect of time-of-day ICI administration and patients’ outcomes. The biological circadian clock indeed temporally controls multiple aspects of the immune system, both directly and through mediation of timing of lifestyle actions, including food intake, physical exercise, exposure to bright light and sleep. These factors potentially modulate the immune response also through the microbiome, emerging as an important mediator of a patient’s immune system. Thus, this review will look at critically amalgamating the existing clinical and experimental evidence to postulate how modifiable lifestyle factors could be used to improve the outcomes of cancer patients on immunotherapy through appropriate and individualised entrainment of the circadian timing system and temporal orchestration of the immune system functions.