Immune checkpoint blockades, such as inhibitors against programmed death 1 (PD-1) and its ligand (PD-L1), have received extensive attention in the past decade because of their dramatic clinical outcomes in advanced malignancies. However, both primary and acquired resistance becomes one of the major obstacles, which greatly limits the long-lasting effects and wide application of PD-1/PD-L1 blockade therapy. PD-1/PD-L1 both regulates and is regulated by cellular signaling pathways and epigenetic modification, thus inhibiting the proliferation and effector function of T and B cells. The lack of tumor antigens and effective antigen presentation, aberrant activation of oncogenic pathways, mutations in IFN-γ signaling, immunosuppressive tumor microenvironment such as regulatory T cells, myeloid-derived suppressor cells, M2 macrophages, and immunoinhibitory cytokines can lead to resistance to PD-1/PD-L1 blockade. In this review, we describe PD-1 related signaling pathways, essential factors contributing to the resistance of PD-1 blockade, and discuss strategies to increase the efficacy of immunotherapy. Furthermore, we discuss the possibility of combined epigenetic therapy with PD-1 blockade as a potential promising approach for cancer treatment.