Photodynamic therapy (PDT) is a treatment option for tumors and pre-cancerous lesions, but it has immunosuppressive side effects that limit its effectiveness. Recent studies suggest that PDT-mediated immunosuppression occurs through a cyclooxygenase type 2 (COX-2) mediated pathway that leads to increases in regulatory T cells (Tregs) and myeloid-derived suppressor cells (MDSCs), which act as negative regulators of immune responses. Given this pathway, there are three main methods to block immunosuppression: i) Inhibiting the proliferation of Tregs, which can be achieved with the administration of cyclophosphamide or inhibitors of indoleamine 2,3-dioxygenase 1, an activator of Tregs; ii) inhibiting MDSCs by reducing hypoxia around the tumor to create an unfavorable environment or administering all-trans-retinoic acid, which converts MDSCs to a non-immunosuppressive state; and iii) inhibiting COX-2 through selective or non-selective COX-inhibitors. In the present review article, strategies that have shown increased efficacy of PDT in treating tumors and pre-cancerous lesions by blocking the immunosuppressive side effects are outlined and discussed.