Over the last two decades, several epi‐drugs, immune checkpoint inhibitors (ICIs) and adoptive cell therapies have received clinical approval for use in certain types of cancer. However, monotherapy with epi‐drugs or ICIs has shown limited efficacy in most cancer patients. Epigenetic agents have been shown to regulate the crosstalk between the tumor and host immunity to alleviate immune evasion, suggesting that epi‐drugs can potentially synergize with immunotherapy. In this review, we discuss recent insights into the rationales of incorporating epigenetic therapy into immunotherapy, called epi‐immunotherapy, and focus on an update of current clinical trials in both hematological and solid malignancies. Furthermore, we outline the future challenges and strategies in the field of cancer epi‐immunotherapy.