Cytokines are key players in stimulating and regulating immune responses in physiological and pathophysiological processes. Various cytokines have been approved for therapy of cancer and other diseases and many more are under development. However, therapeutic efficacy is often hampered by severe side effects and poor pharmacokinetic properties. Fusion of cytokines to antibodies or antibody fragments allows for a targeted delivery and should, therefore, improve efficacy and pharmacokinetics. This review provides a comprehensive summary of the developments in the field of targeted cytokine delivery by genetic engineering of antibody-cytokine fusion proteins.