The ideal cancer therapy not only induces the death of all localized tumor cells without damage to surrounding normal tissue, but also activates a systemic antitumor immunity. High intensity focused ultrasound (HIFU) has the potential to be such a treatment, as it can non-invasively ablate a targeted tumor below the skin surface, and may subsequently augment host antitumor immunity. This paper is to review increasing pre-clinical and clinical evidence linking antitumor immune response to HIFU ablation, and to discuss the potential mechanisms involved in HIFU-enhanced host antitumor immunity. The seminal studies performed so far indicate that although it is not possible to conclude definitively on the connection between HIFU treatment and antitumor immune response, it is nonetheless important to conduct extensive studies on the subject in order to elucidate the processes involved.