Immune checkpoint blockade (ICB) has revolutionized cancer treatment, providing remarkable clinical responses in some patients. However, the majority of patients do not respond. It is therefore crucial both to identify predictive biomarkers of response and to increase the response rates to immune checkpoint therapy. In this review we explore the current literature about the predictive characteristics of the tumor microenvironment and discuss therapeutic approaches that aim to change this toward a milieu that is conducive to response. We propose a personalized biomarker-based adaptive approach to immunotherapy, whereby a sensitizing therapy is tailored to the patient's specific tumor microenvironment, followed by on-treatment verification of a change in the targeted biomarker, followed by immune checkpoint therapy. By incorporating detailed knowledge of the immunological tumor microenvironment, we may be able to sensitize currently non-responsive tumors to respond to immune checkpoint therapy.