Cytotoxic lymphocytes (CLs), and more specifically Tc and NK cells, are the main executors of cell death in the immune system, playing a key role during both immunosurveillance and immunotherapy. These cells induce regulated cell death (RCD) by different mechanisms, being granular exocytosis and expression of death ligands the most prominent and best characterized ones. Apoptosis, a traditionally considered low‐inflammatory type of cell death, has been accepted for years as the paradigm of RCD induced by CLs. However, several recent studies have demonstrated that NK cells and Tc cells can also induce more inflammatory forms of cell death, namely, necroptosis, pyroptosis, and ferroptosis. Activation of these highly inflammatory types of cell death appears to critically contribute to the activation of a successful antitumour immune response. Additionally, the role of specific cell death pathways in immunogenic cell death is still under intense debate, especially considering the interconnections with other inflammatory forms of cell death. These evidences, together with the advent of new cancer immunotherapies, highlight the necessity to deepen our understanding of the link between the cell death triggered by CLs and inflammation. This knowledge will be instrumental to maximize the antitumour potential of immunotherapies, minimizing deleterious effects associated with these treatments. In this review, we will briefly summarize the main features of apoptosis, necroptosis, pyroptosis and ferroptosis, to subsequently discuss the most recent evidences about the role of these RCD pathways during the elimination of cancer cells mediated by CLs and its modulation to increase the efficacy of cancer immunotherapy. Tc and NK cells are the main killer cells in the immune system. The type of cell death triggered by these cells can depend on cellular context, and the outcome can range from immunologically silent to highly pro‐inflammatory. We discuss how the advent of new cancer immunotherapies highlights the necessity to deepen our understanding of how these cells kill, seeking to boost the efficacy of immunotherapy whilst minimising potential adverse effects.