Cytokines are key players in the regulation of immune responses both in physiological and pathological states. A number of cytokines have been evaluated in clinical trials and shown promising results in the treatment of different malignancies. Despite this, the clinical application of these molecules may be plagued by undesirable side effects The development of recombinant antibody–cytokine fusion proteins, which offer a means for target delivery of cytokines toward the tumor site, has significantly improved the therapeutic index of these immunomodulatory molecules. Selective tumor localization is provided by the monoclonal antibody component of the fusion protein that binds to the molecules present on the surface of tumor cells or accumulated preferentially in the diseased site. In this manner, the cytokine element is specifically located at the tumor site and can stimulate immune cells with appropriate cytokine receptors. Over the recent years, several antibody–cytokine fusion proteins have been developed with the capacity to target a wide variety of cancers whose application, in some cases, has led to complete rejection of the tumor. These findings support the notion that antibody–cytokine fusion proteins represent huge potential for cancer therapy. This review presents an overview of the advances made in the field of targeted cytokine delivery, which is made possible by genetically engineering antibody–cytokine fusion proteins.