The introduction of immune checkpoint inhibitors has brought new hope to cancer patients. However some patients do not respond to or develop resistance to immune checkpoint inhibitors so how to improve the efficacy of immune checkpoint inhibitors is imminent. It is well known that exercise can reduce the risk of cancer improve the survival rate of cancer patients and even enhance the efficacy of cancer treatment. However the mechanism of immune changes during exercise is very complex so how exercise affects the efficacy of immune checkpoint inhibitors is still uncertain. To date studies have been conducted to investigate the impact of exercise on hormonal mice or cancer patients treated with immune checkpoint inhibitors. These studies have sought to elucidate the potential mechanisms underlying alterations in the anti-tumor immune system and the tumor microenvironment. The findings from these preclinical and clinical trials indicate that exercise may enhance the anti-tumor immune system and the tumor microenvironment in cancer patients. The objective of exercise is to induce mobilization and redistribution of immune cells the release of immunostimulatory myokines alterations in immune cell metabolism and the amelioration of immune senescence in order to exert antitumor effects. The presence of hot tumors may enhance the efficacy of immune checkpoint inhibitor therapy in patients improve their survival prognosis and facilitate the response rate of cold tumors to immune checkpoint inhibitors. The generation of hot tumors or reprogramming of cold tumors is primarily facilitated by exercise through effector T-cell infiltration myeloid-derived suppressor cell depletion anti-tumor myofactor secretion and normalization of the tumor vasculature system. However further advancement of clinical studies on this topic is necessary. This review aims to discuss the development and potential mechanistic aspects of combination therapy of exercise and immune checkpoint inhibitors.