Lymphoma, which mainly includes Hodgkin lymphoma (HL) and Non-Hodgkin lymphoma (NHL), is the most common hematological malignance of the lymphoid tissues with significantly heterogeneous characteristics. Tumor immune disequilibrium is involved in tumor development and progression, evading tumor immunosurveillance and suppressing anti-tumor immune responses. The tumor microenvironment (TME) is a complex network that comprises stromal cells and extracellular matrix, playing important roles in the pathogenesis, progression, and drug resistance of lymphoma. Therefore, a promising therapeutic strategy for lymphoma is by targeting the TME to stimulate anticancer immunity either by enhancing the release of immunostimulatory molecules or by mediating immune cell populations. Notably, immune checkpoint therapy (ICT) can provide durable clinical responses and improve overall survival in HL and NHL. However, different subsets of patients with lymphoma have different responses to ICT. Thus, significant challenges remain, including understanding pathways of resistance, optimizing patient selection, improving the management of immune-related adverse events, and identifying rational therapeutic combinations. This will allow a better understanding of the potential applications of ICT in lymphoma, guiding decisions to develop novel combination strategies with maximum efficacy and minimal toxicities for patients.