In this review, we discuss the use of oncolytic viruses and checkpoint inhibitors in cancer immunotherapy in melanoma, with a particular focus on combinatory therapies. Oncolytic viruses are promising and novel anti-cancer agents, currently under investigation in many clinical trials both as monotherapy and in combination with other therapeutics. They have shown the ability to exhibit synergistic anticancer activity with checkpoint inhibitors, chemotherapy, radiotherapy. A coupling between oncolytic viruses and checkpoint inhibitors is a well-accepted strategy for future cancer therapies. However, eradicating advanced cancers and tailoring the immune response for complete tumor clearance is an ongoing problem. Despite current advances in cancer research, monotherapy has shown limited efficacy against solid tumors. Therefore, current improvements in virus targeting, genetic modification, enhanced immunogenicity, improved oncolytic properties and combination strategies have a potential to widen the applications of immuno-oncology (IO) in cancer treatment. Here, we summarize the strategy of combinatory therapy with an oncolytic vector to combat melanoma and highlight the need to optimize current practices and improve clinical outcomes.