Over the past decade, tremendous progress has taken place in tumour immunotherapy, relying on the fast development of combination therapy strategies that target multiple immunosuppressive signaling pathways in the immune system of cancer patients to achieve a high response rate in clinical practice. Toll-like receptor 9 (TLR9) agonists have been extensively investigated as therapeutics in monotherapy or combination therapies for the treatment of cancer, infectious diseases and allergies. TLR9 agonists monotherapy shows limited efficacy in cancer patients; whereas, in combination with other therapies including antigen vaccines, radiotherapies, chemotherapies and immunotherapies exhibit great potential. Synthetic unmethylated CpG oligodeoxynucleotide (ODN), a commonly used agonist for TLR9, stimulate various antigen-presenting cells in the tumour microenvironment, which can initiate innate and adaptive immune responses. Novel combination therapy approaches, which co-deliver immunostimulatory CpG-ODN with other therapeutics, have been tested in animal models and early human clinical trials to induce anti-tumour immune responses. In this review, we describe the basic understanding of TLR9 signaling pathway; the delivery methods in most studies; discuss the key challenges of each of the above mentioned TLR9 agonist-based combination immunotherapies and provide an overview of the ongoing clinical trial results from CpG-ODN based combination therapies in cancer patients.