Tumors employ strategies to escape immune control. The principle aim of most cancer immunotherapies is to restore effective immune surveillance. Among the different processes regulating immune escape, tumor microenvironment-associated soluble factors, and/or cell surface-bound molecules are mostly responsible for dysfunctional activity of tumor-specific CD8+T cells. These dynamic immunosuppressive networks prevent tumor rejection at several levels, limiting also the success of immunotherapies. Nevertheless, the recent clinical development of immune checkpoint inhibitors or of molecules modulating cellular targets and immunosuppressive enzymes highlights the great potential of approaches based on the selective disruption of immunosuppressive networks. Currently, the administration of different categories of immunotherapy in combination regimens is the ultimate modality for impacting the survival of cancer patients. With the advent of immune checkpoint inhibitors, designed to mount an effective antitumor immune response, profound changes occurred in cancer immunotherapy: from a global stimulation of the immune system to a specific targeting of an immune component. This review will specifically highlight the players, the mechanisms limiting an efficient antitumor response and the current immunotherapy modalities tailored to target immune suppressive pathways. We also discuss the ongoing challenges encountered by these strategies and provide suggestions for circumventing hurdles to new immunotherapeutic approaches, including the use of relevant biomarkers in the optimization of immunotherapy regimens and the identification of patients who can benefit from defined immune-based approaches.