The tumor microenvironment (TME) provokes endoplasmic reticulum (ER) stress in malignant cells and infiltrating immune populations. Sensing and responding to ER stress is coordinated by the unfolded protein response (UPR), an integrated signaling pathway governed by three ER stress sensors: activating transcription factor (ATF6), inositol-requiring enzyme 1α (IRE1α), and protein kinase R (PKR)-like ER kinase (PERK). Persistent UPR activation modulates malignant progression, tumor growth, metastasis, and protective antitumor immunity. Hence, therapies targeting ER stress signaling can be harnessed to elicit direct tumor killing and concomitant anticancer immunity. We highlight recent findings on the role of the ER stress responses in onco-immunology, with an emphasis on genetic vulnerabilities that render tumors highly sensitive to therapeutic UPR modulation.