Long noncoding RNAs (lncRNAs) regulate the tumor microenvironment (TME), yet their cell-intrinsic roles within immune populations of the TME remain underappreciated. In this review, we shift focus from the cancer cell to the immune compartment, systematically reviewing how immune cell-intrinsic lncRNAs govern CD8+ T cell exhaustion, CD4+ T cell polarization, NK cell cytotoxicity, dendritic cell antigen presentation, and macrophage inflammatory programming. We highlight lncRNAs that function as molecular switches—tipping immune cells between antitumor effector and immunosuppressive states—and examine how exosomal lncRNAs extend these regulatory circuits across cellular boundaries within the TME.