Chemokines are a family of soluble cytokines that act as chemoattractants to guide the migration of cells, in particular of immune cells. However, chemokines are also involved in cell proliferation, differentiation, and survival. Chemokines are associated with a variety of human diseases including chronic inflammation, immune dysfunction, cancer, and metastasis. This review discusses the expression of CC and CXC chemokines in the tumor microenvironment and their supportive and inhibitory roles in tumor progression, angiogenesis, metastasis, and tumor immunity. We also specially focus on the diverse roles of CXC chemokines (CXCL9-11, CXCL4 and its variant CXCL4L1) and their two chemokine receptor CXCR3 isoforms, CXCR3-A and CXCR3-B. These two distinct isoforms have divergent roles in tumors, either promoting (CXCR3-A) or inhibiting (CXCR3-B) tumor progression. Their effects are mediated not only directly in tumor cells but also indirectly via the regulation of angiogenesis and tumor immunity. A full comprehension of their mechanisms of action is critical to further validate these chemokines and their receptors as biomarkers or therapeutic targets in cancer.