Pyroptosis is a regulated cell death pathway involved in numerous human diseases, especially malignant tumors. Recent studies have identified multiple pyroptosis-associated signaling molecules, like caspases, gasdermin family and inflammasomes. In addition, increasing in vitro and in vivo studies have shown the significant linkage between pyroptosis and immune regulation of cancers. Pyroptosis-associated biomarkers regulate the infiltration of tumor immune cells, such as CD4⁺ and CD8⁺ T cells, thus strengthening the sensitivity to therapeutic strategies. In this review, we explained the relationship between pyroptosis and cancer immunology and focused on the significance of pyroptosis in immune regulation. We also proposed the future application of pyroptosis-associated biomarkers in basic research and clinical practices to address malignant behaviors. Exploration of the underlying mechanisms and biological functions of pyroptosis is critical for immune response and cancer immunotherapy.