In recent years, immunotherapy represented by immune checkpoint inhibitors (ICIs) has led to unprecedented breakthroughs in cancer treatment. However, the fact that many tumors respond poorly or even not to ICIs, partly caused by the absence of tumor-infiltrating lymphocytes (TILs), significantly limits the application of ICIs. Converting these immune “cold” tumors into “hot” tumors that may respond to ICIs is an unsolved question in cancer immunotherapy. Since it is a general characteristic of cancers to resist apoptosis, induction of non-apoptotic regulated cell death (RCD) is emerging as a new cancer treatment strategy. Recently, several studies have revealed the interaction between non-apoptotic RCD and antitumor immunity. Specifically, autophagy, ferroptosis, pyroptosis, and necroptosis exhibit synergistic antitumor immune responses while possibly exerting inhibitory effects on antitumor immune responses. Thus, targeted therapies (inducers or inhibitors) against autophagy, ferroptosis, pyroptosis, and necroptosis in combination with immunotherapy may exert potent antitumor activity, even in tumors resistant to ICIs. This review summarizes the multilevel relationship between antitumor immunity and non-apoptotic RCD, including autophagy, ferroptosis, pyroptosis, and necroptosis, and the potential targeting application of non-apoptotic RCD to improve the efficacy of immunotherapy in malignancy.