Despite remarkable advances in different types of cancer therapies, an effective therapeutic strategy is still a major and significant challenge. One of the most promising approaches in this regard is immunotherapy, which takes advantage of the patients' immune system; however, the many mechanisms that cancerous cells harbor to extend their survival make it impossible to gain perfect eradication of tumors. The response rate to cancer immunotherapies, especially checkpoint inhibitors and adoptive T cell therapy, substantially differs in various cancer types with the highest rates in advanced melanoma and non-small cell lung cancer. Indeed, the lack of response in many tumors indicates primary resistance that can originate from either tumor cells (intrinsic) or tumor microenvironment (extrinsic). On the other hand, some tumors show an initial response to immunotherapy followed by relapse in few months (acquired resistance). Understanding the underlying molecular mechanisms of immunotherapy resistance makes it possible to develop effective strategies to overcome this hurdle and boost therapy outcomes. In this review, we take a look at immunotherapy strategies and go through a number of primary and acquired resistance mechanisms. Also, we present various ongoing methods to overcoming resistance and introduce some promising fields to improve the outcome of immunotherapy in patients affected with cancer.