Immunogenic Cell Death (ICD) is a type of cell death that kills tumor cells by stimulating the adaptive immune response against other tumor cells. ICD depends on the endoplasmic reticulum (ER) stress and the secretion of Damage-Associated Molecular Patterns (DAMP) by the dying tumor cell. DAMPs recruit innate immune cells such as Dendritic Cells (DC), triggering a cancer-specific immune response such as cytotoxic T lymphocytes (CTLs) to eliminate remaining cancer cells. ICD is accompanied by several hallmarks in dying cells, such as surface translocation of ER chaperones, calreticulin (CALR), and extracellular secretion of DAMPs such as high mobility group protein B1 (HMGB1) and adenosine triphosphate (ATP). Therapeutic peptides can kill bacteria and tumor cells thus affecting the immune system. They have high specificity and affinity for their targets, small size, appropriate cell membrane penetration, short half-life, and simple production processes. Peptides are interesting agents for immunomodulation since they may overcome the limitations of other therapeutics. Thus, the development of peptides affecting the TME and active antitumoral immunity has been actively pursued. On the other hand, several peptides have been recently identified to trigger ICD and anti-cancer responses. In the present review, we review previous studies on peptide-induced ICD, their mechanism, their targets, and markers. They include anti-microbial peptides (AMPs), cationic or mitochondrial targeting, checkpoint inhibitors, antiapoptotic inhibitors, and “don’t eat me” inhibitor peptides. Also, peptides will be investigated potentially inducing ICD that is divided into ER stressors, ATPase inhibitors, and anti-microbial peptides.