Recent advances in cancer immunotherapy, especially immune checkpoint inhibitors (ICIs), have revolutionized the clinical outcome of many cancer patients. Despite the fact that impressive progress has been made in recent decades, the response rate remains unsatisfactory, and many patients do not benefit from ICIs. Herein, we summarized advanced studies and the latest insights on immune inhibitory factors in the tumor microenvironment. Our in-depth discussion and updated landscape of tumor immunosuppressive microenvironment may provide new strategies for reversing tumor immune evasion, enhancing the efficacy of ICIs therapy, and ultimately achieving a better clinical outcome.