Chronic myeloid leukemia (CML) is a clonal myeloproliferative disorder of hematopoietic stem cells that has been recognized as a disease responsive to immunotherapy. Despite the huge success of the tyrosine kinase inhibitors (TKIs), CML remains for the most part incurable, probably due to treatment resistance of leukemic stem cells, which are responsible for rapid disease relapse after discontinuation of therapy. Only allogeneic stem cell transplantation enables disease eradication. In addition to the Bcr-Abl1 oncoprotein, TKIs also inhibit off-target kinases (e.g. c-kit, Src, Tec), some of them having physiological functions in immune responses. In vitro studies have implied immunomodulatory effects of TKIs and interferon-alpha (IFN-α), but comprehensive information from in vivo analyses is missing. This review summarizes the recent advances in the field of immunology of CML, including basic information about leukemia-associated antigens and peptide vaccines, that could lead to the incorporation of TKIs and IFN-α in future therapeutic, potentially curative, interventions for CML.