Natural killer (NK) cells are innate lymphoid cells endowed with cytolytic activity and a capacity to secrete cytokines and chemokines. Several lines of evidence suggest that NK cells play an important role in anti-tumor immunity. Some therapies against hematological malignacies make use of the immune properties of NK cells, such as their ability to kill residual leukemic blasts efficiently after conditioning during haploidentical hematopoietic stem cell transplantation. However, knowledge on NK cell infiltration and the status of NK cell responsiveness in solid tumors is limited so far. The pro-angiogenic role of the recently described NK cell-like type 1 innate lymphoid cells (ILC1s) and their phenotypic resemblance to NK cells are confounding factors that add a level of complexity, at least in mice. Here, we review the current knowledge on the presence and function of NK cells in solid tumors as well as the immunotherapeutic approaches designed to harness NK cell functions in these conditions, including those that aim to reinforce conventional anti-tumor therapies to increase the chances of successful treatment.