Protein convertases (PCs) play a significant role in post-translational procedures by transforming inactive precursor proteins into their active forms. The role of PCs is crucial for cellular homeostasis because they are involved in cell signaling. They have also been described in many diseases such as Alzheimer’s and cancer. Cancer cells are secretory cells that send signals to the tumor microenvironment (TME), remodeling the surrounding space for their own benefits. One of the most important components of the TME is the immune system of the tumor. In this review, we describe recent discoveries that link PCs to the immune escape of tumors. Among PCs, many findings have determined the role of Furin (PC3) as a paramount enzyme causing the TME to induce tumor immune evasion. The overexpression of various cytokines and proteins, for instance, IL10 and TGF-B, moves the TME towards the presence of Tregs and, consequently, immune tolerance. Furthermore, Furin is implicated in the regulation of macrophage activity that contributes to the increased impairment of DCs (dendritic cells) and T effector cells. Moreover, Furin interferes in the MHC Class_1 proteolytic cleavage in the trans-Golgi network. In tumors, the T cytotoxic lymphocytes (CTLs) response is impeded by the PD1 receptor (PD1-R) located on CTLs and its ligand, PDL1, located on cancer cells. The inhibition of Furin is a subtle means of enhancing the antitumor response by repressing PD-1 expression in tumors or macrophage cells. The impacts of other PCs in tumor immune escape have not yet been clarified to the extent that Furin has. Accordingly, the influence of other types of PCs in tumor immune escape is a promising topic for further consideration.