Advances in the understanding of tumor immunology and molecular biology of melanoma cells have favored a larger application of immunotherapy and targeted therapies in the clinic. Several selective mutant gene inhibitors and immunomodulating antibodies have been reported to improve overall survival or progression-free survival in metastatic melanoma patients. However, despite impressive initial responses, patients treated with selective inhibitors relapse quickly, and toxicities associated to the use of immunomodulating antibodies are not easily manageable. In this sense, the concept of using antibodies as delivery vehicles for the preferential in vivo localization of the drug at the site of disease with reduction of side effects has raised particular interest. Antibody-cytokine fusion proteins (termed immunocytokines) represent a new simple and effective way to deliver the immunomodulatory payload at the tumor site, with the aim of inducing both local and systemic antitumoral immune responses and limiting systemic toxicities. Several clinical trials have been conducted and are actually ongoing with different immunocytokines, in several tumor histotypes. In metastatic melanoma patients, different drug delivery modalities such as systemic, loco-regional and intratumoral are under investigation. In this review, the rationale for the use of L19-IL2 and L19-TNF, two clinical stage immunocytokines produced by the Philogen group, as well as opportunities for their future development will be discussed.