Immune checkpoint inhibitors (ICIs) have revolutionized the treatment of several solid and hematological malignancies. ICIs are not only able to produce long and durable responses, but also very well tolerated by patients. There are several approved indications of use of ICIs in treatment of metastatic gastrointestinal malignancies including gastric, esophageal, colorectal and hepatocellular carcinoma. In addition, ICIs can be used in microsatellite instability-high (MSI-H) and high tumor mutational burden (TMB) tumors in chemotherapy-resistant setting. Despite having good efficacy and superior safety profile, ICIs are clinically active in small subset of patients, therefore, there is a huge unmet need to enhance their efficacy and discover new predictive biomarkers. There are several ongoing clinical trials that are exploring the role of ICIs in various gastrointestinal cancers either as single agent or in combination with chemotherapy, radiation therapy, targeted agents or other immunotherapeutic agents. In this review, we discuss the published and ongoing trials for ICIs in gastrointestinal malignancies, including esophageal, gastric cancer, pancreatic, hepatocellular, biliary tract, colorectal and anal cancers. Specifically, we focus on the use of ICIs in each line of therapy and discuss the future directions of these agents in each type of gastrointestinal cancer.