Immunotherapy, specifically immune checkpoint inhibitors, is revolutionizing cancer treatment, achieving durable control of previously incurable or advanced tumors. However, only a certain group of patients exhibit effective responses to immunotherapy. Anti‐angiogenic therapy aims to block blood vessel growth in tumors by depriving them of essential nutrients and effectively impeding their growth. Emerging evidence shows that tumor vessels exhibit structural and functional abnormalities, resulting in an immunosuppressive microenvironment and poor response to immunotherapy. Both preclinical and clinical studies have used anti‐angiogenic agents to enhance the effectiveness of immunotherapy against cancer. In this review, we concentrate on the synergistic effect of anti‐angiogenic and immune therapies in cancer management, dissect the direct effects and underlying mechanisms of tumor vessels on recruiting and activating immune cells, and discuss the potential of anti‐angiogenic agents to improve the effectiveness of immunotherapy. Lastly, we outline challenges and opportunities for the anti‐angiogenic strategy to enhance immunotherapy. Considering the increasing approval of the combination of anti‐angiogenic and immune therapies in treating cancers, this comprehensive review would be timely and important.