Immune interferon (IFN), also known as IFN-γ, promotes not only immunomodulation but also antimicrobial and anticancer activity. After IFN-γ binds to the complex of IFN-γ receptor (IFNGR) 1-IFNGR2 and subsequently activates its downstream signaling pathways, IFN-γ immediately causes transcriptional stimulation of a variety of genes that are principally involved in its biological activities. Regarding IFN-γ-dependent immunosurveillance, IFN-γ can directly suppress tumorigenesis and infection and/or can modulate the immunological status in both cancer cells and infected cells. Regarding the anticancer effects of IFN-γ, cancer cells develop strategies to escape from IFN-γ-dependent cancer immunosurveillance. Immune evasion, including the recruitment of immunosuppressive cells, secretion of immunosuppressive factors, and suppression of cytotoxic T lymphocyte responses, is speculated to be elicited by the oncogenic microenvironment. All of these events effectively downregulate IFN-γ-expressing cells and IFN-γ production. In addition to these extrinsic pathways, cancer cells may develop cellular tolerance that manifests as hyporesponsiveness to IFN-γ stimulation. This review discusses the potential escape mechanisms from IFN-γ-dependent immunosurveillance in tumorigenesis.