It is extensively documented that tumor hypoxia contributes to the failure of chemotherapy and radiotherapy. Recent evidence suggest hypoxia is also closely involved in the resistance to immunotherapy. In this review, we highlight how immune cells that are essential for the maximized immunotherapy efficacy, including cytotoxic T cells, dendritic cells, and natural killer cells can adapt to tumor hypoxia. We then outline previous attempts targeting tumor hypoxia (for example, modulators of tumor cell oxygen consumption, perfusion modulators, hypoxia-activated prodrugs, HIF inhibitors, and hypoxia-responsive CAR-T cells) discussing how these approaches have resulted in an improvement of the antitumor response to immunotherapy in preclinical or clinical settings. Lastly, we review various non-invasive techniques to detect the tumor hypoxia and immune responses. We believe that an integration of the biological knowledge of immune cell adaptation to tumor hypoxia to the cutting edge non-invasive imaging technologies may ultimately allow us not only to select for patients who would benefit the most from the immunotherapy but also to monitor their responses in a real-time manner so that we can offer them an optimal personalized medicine in the clinic.