Alpha-particles, which have strong cytotoxicity, could reduce radiation damage to surrounding tissues, and stimulate anti-tumor immune response, so they have good development prospect in cancer treatment. The current researches show that α-emitting radionuclides increase the presentation of major histocompatibility complex-I (MHC-Ⅰ) on tumor cells and induce immunogenic cell death (ICD) to activate immune response mediated by CD8⁺ T cells. As two methods of α-therapy, α radioimmunotherapy and diffusing α-emitters radiation therapy (DART) further enhance the anti-cancer effect when combined with immunotherapy. The methods of immunotherapy include adoptive cell therapy (ACT), immune checkpoint blockade, neutralization of immunosuppressive cells and immunoadjuvant. This article reviews the characteristics of α-particles for cancer treatment, the mechanism of immune response induced by ionizing radiation (including α-radionuclides) and the related research of α-therapy combined with immunotherapy.