Immunotherapies are increasingly used to treat cancer, with some outstanding results. Immunotherapy modalities include therapeutic vaccination to eliminate cancer cells through the activation of patient's immune system against tumor-derived antigens. Nevertheless, the full potential of therapeutic vaccination has yet to be demonstrated clinically because many early generation vaccines elicited low-level immune responses targeting only few tumor antigens. Cell penetrating peptides (CPPs) are highly promising tools to advance the field towards clinical success. CPPs efficiently penetrate cell membranes, even when linked to antigenic cargos, which can induce both CD8 and CD4 T-cell responses. Pre-clinical studies demonstrated that targeting multiple tumor antigens, even those considered to be poorly immunogenic, led to tumor regression. Therefore, CPP-based cancer vaccines represent a flexible and powerful means to extend therapeutic vaccination to many cancer indications. Here, we review recent findings in CPP development and discuss their use in next generation immunotherapies.