Angiogenesis and immunosuppression work hand‐in‐hand in the renal cell carcinoma (RCC) microenvironment. Tumor growth is associated with impaired antitumor immune response in RCC, which involves T cells, natural killer cells, dendritic cells (DCs) and macrophages. Vascular endothelial growth factor receptor (VEGFR), such as sorafenib, sunitinib, pazopanib and axitinib, and mammalian target of rapamycin (mTOR) inhibitors, such as temsirolimus and everolimus, do exert both antiangiogenic and immunomodulatory functions. Indeed, these agents affect neutrophil migration, as well as T lymphocyte‐DC cross‐talk, DC maturation and immune cell metabolism and reactivity. In this review, we overview the essential role of innate and adaptive immune response in RCC proliferation, invasion and metastasis and the relationship between tumor‐associated immune cells and the response to targeted agents approved for the treatment of metastatic RCC.