The stromal tumor microenvironment (TME) consists of immune cells, vascular and neural structures, cancer-associated fibroblasts (CAFs), as well as extracellular matrix (ECM), and favors immune escape mechanisms promoting the initiation and progression of digestive cancers. Numerous ECM proteins released by stromal and tumor cells are crucial in providing physical rigidity to the TME, though they are also key regulators of the immune response against cancer cells by interacting directly with immune cells or engaging with immune regulatory molecules. Here, we discuss current knowledge of stromal proteins in digestive cancers including pancreatic cancer, colorectal cancer, and gastric cancer, focusing on their functions in inhibiting tumor immunity and enabling drug resistance. Moreover, we will discuss the implication of stromal proteins as therapeutic targets to unleash efficient immunotherapy-based treatments.