Cancer is considered to be one of the most significant public health issues in the world. For the last century, cancer therapy has mainly relied on surgery, radiotherapy, and chemotherapy. Radiotherapy and chemotherapy preferentially kill rapidly proliferating cells. Unfortunately, most of these treatments do not efficiently localize at the tumor site; they are characterized by several undesired toxicities and low therapeutic activity. A real breakthrough in oncology was the advent of cancer immunotherapy. Antibodies are molecules that can specifically target tumors sparing healthy organs, reducing toxicity, and improving the therapeutic window. Cytokines are small potent immunomodulatory proteins that can be used both to stimulate or to suppress the immune system. As a result, cytokines find utility in the development of drugs for the treatment of several malignancies and anti- immune diseases. Some products based on recombinant cytokines (e.g., IL2, TNFα and, INFα) have gained marketing authorization. However, when administered systemically, they are characterized by small dosage tolerability and severe side effects (e.g., pulmonary, gastrointestinal, hepatic, cardiovascular, hematological, and neurological problems). The fusion of cytokines to antibodies capable of binding tumor associate antigens was demonstrated to be a very effective strategy. These so called “immunocytokines” can deliver the active payloads directly to the tumors improving cytokine therapeutic index and sparing healthy tissues. In the first part of this thesis, we describe the development of novel IL15-based immunocytokines. IL15 is a potent pro-inflammatory cytokine, closely related to IL2, that can stimulate the proliferation of T cells, promote the synthesis of immunoglobulins, and preserve the survival of Natural Killer cells. IL15 has been considered for cancer therapy due to its ability to activate CD8+ memory T cells and non-activating regulatory T cells. Attempts to deliver IL15-based immunocytokines to tumors have already occurred in the past, showing a poor targeting ability to the tumor site. In this work, a novel fusion protein composed of IL15 linked to a single chain diabody F8 antibody showed a preferential localization in neoplastic lesions, as well as a potent anti-cancer activity in immunocompetent murine tumor models. Moreover, a potentiated version of the novel anti-cancer prototype was generated by incorporating the Sushi Domain of the IL15Rα. The fusion protein was able to eradicate a lung metastasis in a mouse model of the disease. Immunocytokines administered as monotherapy are rarely capable of inducing complete responses in tumor-bearing mice and in cancer patients. For this reason, combination partners are constantly studied to improve the efficacy, usually using cytotoxic drugs or other immunocytokines. The second part of this thesis is focused on finding the best combination partner for L19-TNF for the treatment of sarcoma malignancies. Notably, the combination of L19-TNF with Dacarbazine has shown complete eradication of solid tumors in all the treated animals. This result provided the rationale to start a new clinical trial in patients to treat advanced or metastatic soft-tissue sarcoma.