With the progress of immunotherapy in cancer, oncolytic viruses (OVs) have attracted more and more attention during the past decade. Due to their cancer-selective and immunogenic properties, OVs are considered ideal candidates to be combined with immunotherapy to increase both specificity and efficacy in cancer treatment. OVs preferentially replicate in and lyse cancer cells, resulting in in situ autovaccination leading to adaptive anti-virus and anti-tumor immunity. The main challenge in OV approaches is how to redirect the host immunity from anti-virus to anti-tumor and optimize the clinical outcome of cancer patients. Here, we summarize the conceptual updates on oncolytic virotherapy and immunotherapy in cancer, and the development of strategies to enhance the virus-mediated anti-tumor immune response, including: (1) arm OVs with cytokines to modulate innate and adaptive immunity; (2) combining OVs with immune checkpoint inhibitors to release T cell inhibition; (3) combining OVs with immune co-stimulators to enhance T cell activation. Future studies need to be enforced on developing strategies to augment the systemic effect on metastasized tumors.