The success of cancer immunotherapy is largely associated with immunologically hot tumors. Approaches that promote the infiltration of immune cells into tumor beds are urgently needed to transform cold tumors into hot tumors. Oncolytic viruses can transform the tumor microenvironment (TME), resulting in immunologically hot tumors. Cytokines are good candidates for arming oncolytic viruses to enhance their function in this transformation. Here, we used the oncolytic vaccinia virus (oVV) to deliver interleukin-9 (IL-9) into the tumor bed and explored its antitumor effects in colon and lung tumor models. Our data show that IL-9 prolongs viral persistence, which is probably mediated by the up-regulation of IL-10. The vvDD-IL-9 treatment elevated the expression of Th1 chemokines and antitumor factors such as IFN-γ, granzyme B, and perforin. IL-9 expression increased the percentages of CD4+ and CD8+ T cells in the TME and decreased the percentage of oVV-induced immune suppressive myeloid-derived suppressor cells (MDSC), leading to potent antitumor effects compared with parental virus treatment. The vvDD-IL-9 treatment also increased the percentage of regulatory T cells (Tregs) in the TME and elevated the expression of immune checkpoint molecules such as PD-1, PD-L1, and CTLA-4, but not GITR. The combination therapy of vvDD-IL-9 and the anti-CTLA-4 antibody, but not the anti-GITR antibody, induced systemic tumor-specific antitumor immunity and significantly extended the overall survival of mice, indicating a potential translation of the IL-9-expressing oncolytic virus into a clinical trial to enhance the antitumor effects elicited by an immune checkpoint blockade for cancer immunotherapy.