Targeting photosensitizers to cancer cells by conjugating them with specific antibodies, able to recognize and bind to tumor-associated antigens, is today one of the most attractive strategies in photodynamic therapy (PDT). This comprehensive review updates on chemical routes available for the preparation of photo-immunoconjugates (PICs), which show dual chemical and biological functionalities: photo-properties of the photosensitizer and the immunoreactivity of the antibody. Moreover, photobiological results obtained with such photo-immunoconjugates using in vitro and in vivo cancer models are also discussed.