Replicating oncolytic viruses provide promising treatment strategies against cancer. However, the success of these viral therapies depends mainly on the complex interactions between the virus particles and the host immune cells. Among these immune cells, macrophages represent one of the first line of defence against viral infections. In this paper, we consider a mathematical model that describes the interactions between a commonly-used oncolytic virus, the Vesicular Stomatitis Virus (VSV), and two extreme types of macrophages: the pro-inflammatory M1 cells (which seem to resist infection with VSV) and the anti-inflammatory M2 cells (which can be infected with VSV). We first show the existence of bounded solutions for this differential equat...