Immune checkpoints are crucial molecules for the maintenance of antitumor immune responses. The activation or inhibition of these molecules is dependent on the interactions between receptors and ligands; such interactions can provide inhibitory or stimulatory signals to the various components of the immune system. Over the last 10 years, the inhibition of immune checkpoints, such as cytotoxic T lymphocyte antigen-4, programmed cell death-1, and programmed cell death ligand-1, has taken a leading role in immune therapy. This relatively recent therapy regime is based on the use of checkpoint inhibitors, which enhance the immune response towards various forms of cancer. For a subset of patients with specific forms of cancer, these inhibitors can induce a durable response to therapy; however, the medium response rate to such therapy remains relatively poor. Recent research activities have demonstrated that the disease response to this highly promising therapy resembles the response of many forms of cancer to chemotherapy, where an encouraging initial response is followed by acquired resistance to treatment and progress of the disease. That said, these inhibitors are now used as single agents or in combination with chemotherapies as first or second lines of treatment for about 50 types of cancer. The prevailing opinion regarding immune therapy suggests that for this approach of therapy to deliver on its promise, a number of challenges have to be circumvented. These challenges include understanding the resistance mechanisms to immune checkpoint blockade, the identification of more efficient inhibitors, extending their therapeutic benefits to a wider audience of cancer patients, better management of immune-related adverse side effects, and, more urgently the identification of biomarkers, which would help treating oncologists in the identification of patients who are likely to respond positively to the immune therapies and, last but not least, the prices of therapy which can be afforded by the highest number of patients. Numerous studies have demonstrated that understanding the interaction between these checkpoints and the immune system is essential for the development of efficient checkpoint inhibitors and improved immune therapies. In the present text, we discuss some of these checkpoints, their inhibitors, and some works in which mass spectrometry-based proteomic analyses were applied.