An immunocytokine comprising: a) a conjugate, and b) an immunomodulatory antibody, or a fragment thereof capable of reacting with the same antigen than its antibody counterpart, directly or indirectly linked by covalence to said conjugate, wherein said immunomodulatory antibody or fragment thereof a. inhibits an immunosuppressive receptor and is selected in the group comprising CTL-A4 antagonists, inhibitory KIRs antagonists, BTLA antagonists, LAG3 antagonists, HAVCR2 antagonists, ADORA2A antagonists and PD- 1 antagonists, or b. stimulates a co-stimulatory receptor and is selected in the group comprising CD40 agonists, CD137 agonists, CD134 agonists and TNFRSF18 agonists, wherein said conjugate comprises: (i) a polypeptide comprising the amino acid sequence of interleukin-15 or derivatives thereof having at least 10% of the activity of human interleukin-15 on the proliferation induction of kit225 cell line, and (ii) a polypeptide comprising the amino acid sequence of the sushi domain of the IL-15Rα or derivatives thereof having at least 10% of the binding activity of the sushi domain of human IL-15Rα to human interleukin-15. a) a conjugate, and b) an immunomodulatory antibody, or a fragment thereof capable of reacting with the same antigen than its antibody counterpart, directly or indirectly linked by covalence to said conjugate, wherein said immunomodulatory antibody or fragment thereof a. inhibits an immunosuppressive receptor and is selected in the group comprising CTL-A4 antagonists, inhibitory KIRs antagonists, BTLA antagonists, LAG3 antagonists, HAVCR2 antagonists, ADORA2A antagonists and PD- 1 antagonists, or b. stimulates a co-stimulatory receptor and is selected in the group comprising CD40 agonists, CD137 agonists, CD134 agonists and TNFRSF18 agonists, wherein said conjugate comprises: (i) a polypeptide comprising the amino acid sequence of interleukin-15 or derivatives thereof having at least 10% of the activity of human interleukin-15 on the proliferation induction of kit225 cell line, and (ii) a polypeptide comprising the amino acid sequence of the sushi domain of the IL-15Rα or derivatives thereof having at least 10% of the binding activity of the sushi domain of human IL-15Rα to human interleukin-15. a. inhibits an immunosuppressive receptor and is selected in the group comprising CTL-A4 antagonists, inhibitory KIRs antagonists, BTLA antagonists, LAG3 antagonists, HAVCR2 antagonists, ADORA2A antagonists and PD- 1 antagonists, or b. stimulates a co-stimulatory receptor and is selected in the group comprising CD40 agonists, CD137 agonists, CD134 agonists and TNFRSF18 agonists, wherein said conjugate comprises: (i) a polypeptide comprising the amino acid sequence of interleukin-15 or derivatives thereof having at least 10% of the activity of human interleukin-15 on the proliferation induction of kit225 cell line, and (ii) a polypeptide comprising the amino acid sequence of the sushi domain of the IL-15Rα or derivatives thereof having at least 10% of the binding activity of the sushi domain of human IL-15Rα to human interleukin-15. (i) a polypeptide comprising the amino acid sequence of interleukin-15 or derivatives thereof having at least 10% of the activity of human interleukin-15 on the proliferation induction of kit225 cell line, and (ii) a polypeptide comprising the amino acid sequence of the sushi domain of the IL-15Rα or derivatives thereof having at least 10% of the binding activity of the sushi domain of human IL-15Rα to human interleukin-15.