This study carefully reviews a few important works that use fractional-order differential equations to model tumor–immune interactions and cancer treatment. It has been found that mathematical models with fractional-order derivatives describe tumor–immune dynamics better than integer-order mathematical models in terms of how realistic the scenarios are and how the solutions converge. Also, our review shows that more mathematical study will be required for cancer disease that considers fractional calculus to understand the complex relationship between the tumor and the immune system.