Melanoma is the most aggressive form of skin cancer whose worldwide incidence is rising faster than any other cancer. Few treatment options are available to patients with metastatic disease, and standard chemotherapeutic agents are generally ineffective. Cytokines such as IFN-α or IL-2 can promote immune recognition of melanoma, occasionally inducing dramatic and durable clinical responses. Here, we discuss several immunomodulatory agents, the safety of which are being evaluated in clinical trials. Challenges include an incomplete understanding of signaling pathways, appropriate clinical dose and route, and systemic immunosuppression in advanced melanoma patients. We consider how targeted cytokine therapy will integrate into the clinical arena, as well as the low likelihood of success of single cytokine therapies. Evidence supports a synergy between cytokine immunotherapy and other therapeutic approaches in melanoma, and strengthening this area of research will improve our understanding of how to use cytokine therapy better.