Raising an efficient and sustained immune response to a growing tumour is extremely challenging, as tumours not only lack the capacity to induce an environment optimal for induction of the relevant immune response, but also tend to promote the development of very efficient immunosuppressive mechanisms. This review aims to evaluate selected cancer vaccination approaches using virus-based cancer vaccines. These seem promising based on their capacity to mimic natural infection and hence to efficiently trigger the innate immune system and in turn a potent cellular immune response towards the tumours. However, even when a potent immune response has been induced, this is often not sufficient to eliminate the tumour completely before the cancer cells have had time to evolve new escape mechanisms as a result of the selection pressure from the initial immune response directed towards them. Therefore, it is very likely that it is necessary to combine a therapeutic tumour vaccine with immunomodulating strategies in order to accomplish effective tumour degradation or at least to hinder metastasis. Some of the immunosuppressive mechanisms worth trying to manipulate will be discussed in this review.