Cytokines are soluble proteins that mediate cell-to-cell communication. Based on the discovery of the potent anti-tumour activities of several pro-inflammatory cytokines in animal models, clinical research led to the approval of recombinant interferon-alpha and interleukin-2 for the treatment of several malignancies, even if efficacy was only modest. These early milestones in immunotherapy have been followed by the recent addition to clinical practice of antibodies that inhibit immune checkpoints, as well as chimeric antigen receptor T cells. A renewed interest in the anti-tumour properties of cytokines has led to an exponential increase in the number of clinical trials that explore the safety and efficacy of cytokine-based drugs, not only as single agents, but also in combination with other immunomodulatory drugs. These second-generation drugs under clinical development include known molecules with novel mechanisms of action, new targets, and fusion proteins that increase half-life and target cytokine activity to the tumour microenvironment or to the desired effector immune cells. In addition, the detrimental activity of immunosuppressive cytokines can be blocked by antagonistic antibodies, small molecules, cytokine traps or siRNAs. In this review, we provide an overview of the novel trends in the cytokine immunotherapy field that are yielding therapeutic agents for clinical trials.