Cancer immunotherapy has transformed traditional treatments, with immune checkpoint blockade being particularly prominent. However, immunotherapy has minimal benefit for patients in most types of cancer and is largely ineffective in some cancers (such as pancreatic cancer and glioma). A synergistic anti-tumor response may be produced through the combined application with traditional tumor treatment methods. Radiotherapy (RT) not only kills tumor cells but also triggers the pro-inflammatory molecules’ release and immune cell infiltration, which remodel the tumor microenvironment (TME). Therefore, the combination of RT and immunotherapy is expected to achieve improved efficacy. In this review, we summarize the effects of RT on cellular components of the TME, including T cell receptor repertoires, different T cell subsets, metabolism, tumor-associated macrophages and other myeloid cells (dendritic cells, myeloid-derived suppressor cells, neutrophils and eosinophils). Meanwhile, non-cellular components such as lactate and extracellular vesicles are also elaborated. In addition, we discuss the impact of different RT modalities on tumor immunity and issues related to the clinical practice of combination therapy.