Recent advances in tumor immunology have fostered the clinical implementation of different immunotherapy modalities. However, the alternate success of such regimens underscores the fact that the molecular mechanisms underlying tumor immune rejection are still poorly understood. Given the complexity of the immune system network and the multidimensionality of tumor-host interactions, the comprehension of tumor immunology might greatly benefit from high-throughput DNA array analysis, which can portray the molecular kinetics of immune response on a genome-wide scale, thus accelerating the accumulation of knowledge and ultimately catalyzing the development of new hypotheses in cell biology. Although in its infancy, the implementation of DNA array technology in tumor immunology studies has already provided investigators with novel data and intriguing hypotheses on the cascade of molecular events leading to an effective immune response against cancer. Although the principles of DNA array-based gene profiling techniques have become common knowledge, the need for mastering this technique to produce meaningful data and correctly interpret this enormous output of information is critical and represents a tremendous challenge for investigators. In the present work, we summarize the main technical features and critical issues characterizing this powerful laboratory tool and review its applications in the fascinating field of cancer immunogenomics.