Melanoma is highly malignant and mainly occurs in the skin. Melanoma was first used in immunotherapy due to its high immunogenicity, which changed the therapeutic pattern of tumor patients. However, many patients do not benefit from immunotherapy because of its side effects, resistance and low sensitivity to anti-tumor responses. Recently, with a deeper understanding of tumor development, immunotherapy has emerged as a new era. In this review, we first elucidate the effects of immunotherapy on the tumor microenvironment (TME) and the mechanisms involved, as well as how immune cells exert immune promoting or immunosuppressive effects on the impact of immunotherapy. Then we mention the latest progress in immunotherapy of immune checkpoint blockades, such as CTLA-4, PD-1/PD-L1, TIM3 and LAG3. Biotherapies such as adoptive therapy, RNA vaccines and oncolytic virus are also included. Next, we elaborate on the problems and existing data of immunotherapy to explain the current clinical situation. To address these challenges, we introduce the combination strategies such as targeted therapy, radiotherapy, chemotherapy, and biotherapy. Numerous clinical data have showed that the combined treatment can significantly improve the therapeutic effect of melanoma patients. Overall, understanding the specific introduction of immunotherapy in melanoma may provide fresh perspectives for scientists to investigate therapeutic targets and identify new treatments.