Few trials testing the clinical efficacy of therapeutic cancer vaccination have been successful, and therapeutic cancer vaccines are yet to enter the clinic for treatment of haematological cancers. The review summarises the present knowledge of the interplay between cancer and the immune system. These novel insights have uncovered knowledge, which can be used to enhance the effect of therapeutic cancer vaccines in haematology. Immune checkpoint inhibitors, immunomodulating agents, radiotherapy and vaccination against regulatory mechanisms can potentially increase the clinical effect of cancer vaccines for haematological cancer.