Although immunotherapy is already a staple of cancer care, many patients may not benefit from these cutting-edge treatments. A crucial field of research now focuses on figuring out how to improve treatment efficacy and assess the resistance mechanisms underlying this uneven response. For a good response, immune-based treatments, in particular immune checkpoint inhibitors, rely on a strong infiltration of T cells into the tumour microenvironment. The severe metabolic environment that immune cells must endure can drastically reduce effector activity. These immune dysregulation-related tumour-mediated perturbations include oxidative stress, which can encourage lipid peroxidation, ER stress, and T regulatory cells dysfunction. In this review, we have made an effort to characterize the status of immunological checkpoints, the degree of oxidative stress, and the part that latter plays in determining the therapeutic impact of immunological check point inhibitors in different neoplastic diseases. In the second section of the review, we will make an effort to assess new therapeutic possibilities that, by affecting redox signalling, may modify the effectiveness of immunological treatment.