This review is focused on antibody–cytokine fusion proteins, also named immunocytokines (ICKs), developed for cancer treatment with a focus on the most impactful cytokines IL-2, TNFα, IL-10, IL-12, IL-15, IL-21, IFNγ, GM-CSF, and IFNα, with a particular emphasis on their immunomodulatory effects associated with their technological design. This evidence concerns the gene IL15 and cancer.