In this narrative review, we discuss the effects of glucocorticoids and immunosuppressants including methotrexate, hydroxychloroquine, azathioprine, mycophenolate mofetil, tumor-necrosis factor (TNF)-inhibitors, interleukin-6 inhibitors, interleukin-1 inhibitors, abatacept, rituximab, and Janus kinase inhibitors (JAKi) on cancer-specific outcomes in the setting of immune checkpoint inhibitor use. Here, TNF is linked to cancer.