Tumor immunity represents a new avenue for cancer therapy. Immune checkpoint inhibitors have successfully improved outcomes in several tumor types. In addition, currently, immune cell-based therapy is also attracting significant attention. However, the clinical efficacy of these treatments requires further improvement. The mechanisms through which cancer cells escape the immune response must be identified and clarified. Cancer stem cells (CSCs) play a central role in multiple aspects of malignant tumors. CSCs can initiate tumors in partially immunocompromised mice, whereas non-CSCs fail to form tumors, suggesting that tumor initiation is a definitive function of CSCs. However, the fact that non-CSCs also initiate tumors in more highly immunocompromised mice suggests that the immune evasion property may be a more fundamental feature of CSCs rather than a tumor-initiating property. In this review, we summarize studies that have elucidated how CSCs evade tumor immunity and create an immunosuppressive milieu with a focus on CSC-specific characteristics and functions. These profound mechanisms provide important clues for the development of novel tumor immunotherapies.