Immunotherapies emerged as an alternative for cancer treatment, yet their clinical efficacies are still limited, especially in case of solid tumors. Myeloid immune cells, such as macrophages and myeloid-derived suppressor cells (MDSCs), are often hijacked by tumors and become pivotal inhibitors of antitumor immunity. Immunosuppressive functions of tumor-associated myeloid cells result from the activity of Signal Transducer and Activator of Transcription 3 (STAT3), a transcription factor with well-defined tumorigenic and tolerogenic roles in human cancers. To overcome challenges in the development of pharmacological STAT3 inhibitors, we recently developed oligonucleotide-based strategies for cell-selective, in vivo STAT3 targeting. Conjugation of a STAT3siRNA or decoy STAT3 inhibitors to synthetic Toll-like Receptor 9 (TLR9) agonists, CpG oligonucleotides, allowed for selective delivery into TLR9-positive cells. Cellular target for CpG-STAT3 inhibitors include non-malignant, tumor-associated myeloid cells, such as polymorphonuclear MDSCs, as well as cancer cells in acute myeloid leukemia, B cell lymphoma and in certain solid tumors. The chemically modified CpG-STAT3 inhibitors resist serum nucleases and thus can be administered intravenously. Their potency relies on the intracellular gain-of-function effect: release of the central immune checkpoint regulator (STAT3) to unleash proinflammatory signaling (CpG/TLR9) in the same antigen-presenting cell. At the cellular level, CpG-STAT3 inhibitors exert two-pronged effect by rescuing T cells from the immune checkpoint control while decreasing survival of cancer cells. In this article, we review the preclinical data on CpG-STAT3 inhibitors and discuss perspectives of using TLR9-targeted delivery of oligonucleotide therapeutics for the generation of novel, more effective and safer cancer immunotherapies.