The introduction of targeted agents has substantially improved treatment of metastatic clear-cell renal cell carcinoma (RCC). However, complete responses are rare and therapy is not curative. Moreover, information on the latest generation of potent and selective vascular endothelial growth factor receptor (VEGFR) tyrosine kinase inhibitors (TKI) suggests that a plateau has been reached in terms of efficacy. Recent data reveal that targeted agents are involved in modulating immune responses in RCC. In addition, current research adds to our understanding of how RCC escapes an effective anti-tumor response with the potential to modulate these processes by drug development. This review provides specific insight into targeted therapy induced changes in the immunological microenvironment of RCC, summarizes the available evidence, and discusses potential therapeutic implications.