Cancer immunotherapy can boost the immune response of patients to eliminate tumor cells and suppress tumor metastasis and recurrence. However, immunotherapy resistance and the occurrence of severe immune-related adverse effects are clinical challenges that remain to be addressed. The tumor microenvironment plays a crucial role in the therapeutic efficacy of cancer immunotherapy. Injectable hydrogels have emerged as powerful drug delivery platforms offering good biocompatibility and biodegradability, minimal invasion, convenient synthesis, versatility, high drug-loading capacity, controlled drug release, and low toxicity. In this review, we summarize the application of injectable hydrogels as a unique platform for targeting the immunosuppressive tumor microenvironment.