Cancer stem cells (CSCs) are self-renewing cells that facilitate tumor initiation, promote metastasis, and enhance cancer therapy resistance. Transcriptomic analyses across many cancer types have revealed a prominent association between stemness and immune signatures, potentially implying a biological interaction between such hallmark features of cancer. Emerging experimental evidence has substantiated the influence of CSCs on immune cells, including tumor-associated macrophages, myeloid-derived suppressor cells, and T cells, in the tumor microenvironment and, reciprocally, the importance of such immune cells in sustaining CSC stemness and its survival niche. This review covers the cellular and molecular mechanisms underlying the symbiotic interactions between CSCs and immune cells and how such heterotypic signaling maintains a tumor-promoting ecosystem and informs therapeutic strategies intercepting this co-dependency.