Immunotherapy has emerged as a powerful therapeutic strategy for many malignancies, including lymphoma. As in solid tumors, early clinical trials have revealed that immunotherapy is not equally efficacious across all lymphoma subtypes. For example, immune checkpoint inhibition has a higher overall response rate and leads to more durable outcomes in Hodgkin lymphomas compared to non-Hodgkin lymphomas. These observations, combined with a growing understanding of tumor biology, have implicated the tumor microenvironment as a major determinant of treatment response and prognosis. Interactions between lymphoma cells and their microenvironment facilitate several mechanisms that impair the antitumor immune response, including loss of major histocompatibility complexes, expression of immunosuppressive ligands, secretion of immunosuppressive cytokines, and the recruitment, expansion, and skewing of suppressive cell populations. Accordingly, treatments to overcome these barriers are being rapidly developed and translated into clinical trials. This review will discuss the mechanisms of immune evasion, current avenues for optimizing the antitumor immune response, clinical successes and failures of lymphoma immunotherapy, and outstanding hurdles that remain to be addressed.