In recent years, immunotherapy has become a hot spot in the treatment of tumors. As an emerging treatment, it solves many problems in traditional cancer treatment and has now become the main method for cancer treatment. Although immunotherapy is promising, most patients do not respond to treatment or develop resistance. Therefore, in order to achieve a better therapeutic effect, combination therapy has emerged. The combination of immune checkpoint inhibition and epigenetic therapy is one such strategy. In this review, we summarize the current understanding of the key mechanisms of how epigenetic mechanisms affect cancer immune responses and reveal the key role of epigenetic processes in regulating immune cell function and mediating anti-tumor immunity. In addition, we highlight the outlook of combined epigenetic and immune regimens, particularly the combination of immune checkpoint blockade with epigenetic agents, to address the limitations of immunotherapy alone.