Gastrointestinal (GI) cancers are among the most common and lethal solid tumors worldwide. Unlike in malignancies such as lung, renal and skin cancers, the activity of immunotherapeutic agents in GI cancers has, on the whole, been much less remarkable and do not apply to the majority. Furthermore, while incremental progress has been made and approvals for use of immune checkpoint inhibitors (ICIs) in specific subsets of patients with GI cancers are coming through, in a population of ‘all-comers’, it is frequently unclear as to who may benefit most due to the relative lack of reliable predictive biomarkers. For most patients with newly diagnosed advanced or metastatic GI cancer, the mainstay of treatment still involves chemotherapy and/or a targeted agent however, beyond the second-line this paradigm confers minimal patient benefit. Thus, current research efforts are concentrating on broadening the applicability of ICIs in GI cancers by combining them with agents designed to beneficially remodel the tumor microenvironment (TME) for more effective anti-cancer immunity with intention of improving patient outcomes. This review will discuss the currently approved ICIs available for the treatment of GI cancers, the strategies underway focusing on combining ICIs with agents that target the TME and touch on recent progress toward identification of predictors of sensitivity to immune checkpoint blockade in GI cancers.