Immune checkpoint-targeted monoclonal antibodies directed at Programmed Death Receptor 1 (PD-1), Programmed Death Ligand 1 (PD-L1) and Cytotoxic T-Lymphocyte Associated Protein 4 (CTLA-4) are currently revolutionizing the prognosis of many cancers. By blocking co-inhibitory receptors expressed by antitumor T cells, these antibodies can break the immune tolerance against tumor cells and allow the generation of durable cancer immunity. Benefits in overall survival over conventional therapies have been demonstrated for patients treated with these immunotherapies, leading to multiple approvals of such therapies by regulatory authorities. However, only a minority of patients develop an objective tumor response with long-term survival benefits. Moreover, the systemic delivery of immunotherapies can be responsible for severe auto-immune toxicities. This risk increases dramatically with anti-PD(L)1 and anti-CTLA-4 combinations and currently hampers the development of triple combination immunotherapies. In addition, the price of these novel treatments is probably too high to be reimbursed by health insurances for all the potential indications where immunotherapy has shown activity (i.e. in more than 30 different cancer types). Intratumoral immunotherapy is a therapeutic strategy which aims to use the tumor as its own vaccine. Upon direct injections into the tumor, a high concentration of immunostimulatory products can be achieved in situ, while using small amounts of drugs. Local delivery of immunotherapies allows multiple combination therapies, while preventing significant systemic exposure and off-target toxicities. Despite being uncertain of the dominant epitopes of a given cancer, one can therefore trigger an immune response against the relevant neo-antigens or tumor-associated antigens without the need for their characterization. Such immune stimulation can induce a strong priming of the cancer immunity locally while generating systemic (abscopal) tumor responses, thanks to the circulation of properly activated antitumor immune cells. While addressing many of the current limitations of cancer immunotherapy development, intratumoral immunotherapy also offers a unique opportunity to better understand the dynamics of cancer immunity by allowing sequential and multifocal biopsies at every tumor injection.