Immune checkpoint inhibitors have transformed the landscape of cancer therapy; however, the challenge that most patients do not achieve durable benefits urgently necessitates the development of new strategies that extend beyond mere T-cell activation. mRNA processing-comprising alternative splicing, RNA modifications, and RNA editing-establishes a dynamically regulated connection between the intrinsic characteristics of tumors and anti-tumor immunity. This review systematically summarizes how mechanistic insights into these processes can be translated into concrete approaches that enhance the precision of immunotherapy. We first outline how the widely dysregulated splicing events in tumor cells produce abundant neoantigens at a frequency that significantly exceeds that of gene mutations. A subset of these splice isoforms is shared among patients, offering a unique antigen resource for the development of 'off-the-shelf' mRNA vaccines, thereby circumventing the manufacturing bottleneck associated with personalized vaccines. Concurrently, RNA modifications driven by N6-methyladenosine (m6A) create an immunosuppressive network at the epitranscriptomics level by bidirectionally modulating the stability of immune checkpoint molecules, e.g., Programmed Death-Ligand 1 (PD-L1), and the functional polarization of macrophages and dendritic cells. In parallel, Adenosine Deaminase Acting on RNA 1 (ADAR1)-mediated Adenosine-to-Inosine (A-to-I) editing designates endogenous double-stranded RNA as 'self,' allowing tumors to evade innate immune surveillance and conceal 'non-self' signals. This includes the exploitation of splicing-derived neoantigens for designing personalized or shared mRNA vaccines, the deployment of small-molecule inhibitors targeting FTO, Methyltransferase Like 3 (METTL3), and YTH Domain Family Member 2 (YTHDF2) to alleviate immunosuppression, and the utilization of antisense oligonucleotides to precisely modulate splicing factor activity, thereby reversing T-cell exhaustion. Building on this foundation, the combination of these strategies with immune checkpoint blockade has already demonstrated clear synergistic effects in preclinical models and early-phase trials. Additionally, biomarkers based on splicing signatures and expression levels of modification enzymes show promise for accurately stratifying benefiting populations. Despite challenges such as off-target toxicity, intratumoral heterogeneity, and delivery technologies, cutting-edge tools like single-cell and long-read sequencing are rapidly bridging the translational gap. Strategies targeting mRNA processing are advancing cancer immunotherapy from a model of "broad-spectrum activation" to a new paradigm of "precision modulation."