Unprecedented breakthroughs have been made in cancer immunotherapy in recent years. Particularly immune checkpoint inhibitors have fostered hope for patients with cancer. However, immunotherapy still exhibits certain limitations, such as a low response rate, limited efficacy in certain populations, and adverse events in certain tumors. Therefore, exploring strategies that can improve clinical response rates in patients is crucial. Tumor-associated macrophages (TAMs) are the predominant immune cells that infiltrate the tumor microenvironment and express a variety of immune checkpoints that impact immune functions. Mounting evidence indicates that immune checkpoints in TAMs are closely associated with the prognosis of patients with tumors receiving immunotherapy. This review centers on the regulatory mechanisms governing immune checkpoint expression in macrophages and strategies aimed at improving immune checkpoint therapies. Our review provides insights into potential therapeutic targets to improve the efficacy of immune checkpoint blockade and key clues to developing novel tumor immunotherapies.