Every year, 8 million people worldwide die from malignant tumors which seriously threaten people's health. In addition to tumor cells themselves, the interaction between tumor cells and the external environment such as extracellular matrix and immune cells will also affect the progress of the disease. Studies have found that the tumor microenvironment (TME) is closely related to the occurrence, growth and metastasis of tumors. It consists of tumor-related fibroblasts, immune cells, vascular endothelial cells, various signal molecules and extracellular matrix. Abnormal cytoplasmic matrix components and rich interstitial cells and immunosuppressive state are some of the important factors leading to the failure of anti-tumor. With the improvement of medical conditions, various tumor treatment methods have developed rapidly in recent years, especially immunotherapy. At present, immunotherapy represented by adoptive cell immunotherapy, immune checkpoint therapy, cytokine immunotherapy and tumor vaccine brings new hope to patients. However, because of the problems existing in various immunotherapies, combined therapy will be the new direction of cancer treatment. This paper expounds on the research progress of various cell types and four kinds of immunotherapy in the tumor microenvironment, and probes into the existing problems and future development.