Innate immunity mediates anti-tumor responses through a variety of mechanisms including stimulation of cytokine production, activation of cytotoxic immune cells, and induction of cancer cell apoptosis. Together, these anti-tumor defense mechanisms can increase the efficacy of chemo- or immunotherapies. Intriguingly, recent evidence suggests that innate immune responses are intricately regulated not only by exogenous non-self RNA but also by host-derived RNAs such as pseudogene transcripts. Indeed, although pseudogenes have long been considered as non-functional artifacts of evolution, accumulating evidence indicates that pseudogene transcripts function as important gene expression regulators or immune modulators. In this article, we highlight recent findings that unveiled novel roles for pseudogene RNAs in antiviral or antitumor immunity, with a focus on the BRCA1 pseudogene transcripts that serve as immunoregulatory RNAs in breast cancer. Considering the importance of innate immune sensing and signaling in anti-tumor immunity, recent findings on the regulation of innate immunity by pseudogene RNAs may impact the design of next-generation antitumor therapies.