Although the introduction of immunotherapy has tremendously improved the prognosis of patients with metastatic cancers of different histological origins, some tumors fail to respond or develop resistance. Broadening the clinical efficacy of currently available immunotherapy strategies requires an improved understanding of the biological mechanisms underlying cancer immune escape. Globally, tumor cells evade immune attack using two main strategies: avoiding recognition by immune cells and instigating an immunosuppressive tumor microenvironment. Emerging data suggest that the clinical efficacy of chemotherapy or molecularly targeted therapy is related to the ability of these therapies to target cancer stem cells (CSCs). However, little is known about the role of CSCs in mediating tumor resistance to immunotherapy. Due to their immunomodulating features and plasticity, CSCs can be especially proficient at evading immune surveillance, thus potentially representing the most prominent malignant cell component implicated in primary or acquired resistance to immunotherapy. The identification of immunomodulatory properties of CSCs that include mechanisms that regulate their interactions with immune cells, such as bidirectional release of particular cytokines/chemokines, fusion of CSCs with fusogenic stromal cells, and cell-to-cell communication exerted by extracellular vesicles, may significantly improve the efficacy of current immunotherapy strategies. The purpose of this review is to discuss the current scientific evidence linking CSC biological, immunological, and epigenetic features to tumor resistance to immunotherapy.