Accumulating evidence has shown that thermal ablation can induce spontaneous distant tumor regression, which is also known as abscopal effect. Abscopal effect might depend upon the activation of antitumor immune response. However, such responses induced by thermal ablation had been thought to be usually weak and that they rarely induce distant tumor regression. Recently, results of several preclinical and clinical studies have suggested that thermal ablation can induce therapeutically effective systemic antitumor immune response if appropriate immunomodulators are combined. To elucidate the mechanisms of these promising strategies, effects of thermal ablation on the immune system are overviewed. Furthermore, recent promising preclinical and clinical studies examining enhancement of systemic antitumor immune response by combining thermal ablation and immunomodulation are summarized.