Background: Resistance to anti-PD-1 remains a considerable clinical challenge for the treatment of patients with classical Hodgkin lymphoma (cHL), and mechanisms of anti-PD-1 resistance remain unknown. This pilot study aims to investigate the tumor microenvironment in patients with cHL relapsing after anti-PD-1. Methods: This study investigated tumor samples of eight patients with cHL, including four patients exposed to anti-PD-1 with a paired longitudinal histological analysis before and after anti-PD-1, and four patients not exposed to anti-PD-1 who served as control for the cellular biological investigations. Fresh cells tumor microenvironment analysis included phenotypic characterization of their T cell surfaces immune checkpoint markers PD-1, PD-L1, ICOS, TIM-3, LAG-3, 41-BB and BTLA. Tumor tissues immunohistochemistry staining included CD30, CD4, CD8, CD68, CD163, PD-L1, PD-1, LAG-3 and TIM-3. Findings: Paired longitudinal tumor tissues analysis in the tumor microenvironment found a CD8+ lymphocytes tumor depletion and an increase of LAG-3 staining after anti-PD-1 exposure. The fresh cells analysis of the tumor microenvironment in patients exposed to anti-PD-1 found CD8+ lymphocyte depletion, with an elevated CD4+/CD8+ lymphocytes ratio (median ratio 9.77 in exposed anti-PD-1 versus 2.39 in not-exposed anti-PD-1 patients; p = 0.0943). On the cell surfaces of CD4+ lymphocytes, the median positive expression of LAG-3 was significantly higher in the samples exposed to anti-PD-1 compared to the controls (15.05 [IQR:17.91–10.65] versus 3.84 [IQR 1.87–6.57]; p = 0.0376). Interpretation: This pilot study proposes hypotheses for understanding the resistance to immunotherapies in patients with Hodgkin lymphoma. Hodgkin lymphoma exposed to anti-PD-1 correlated in tumor microenvironment with an immune depletion of CD8+ T lymphocytes and overexpression of LAG-3 on CD4+ helper T lymphocytes.