Immunotherapy, designed to exploit the functions of the host immune system against tumors, has shown considerable potential against several malignancies. However, the utility of immunotherapy is heavily limited due to the low response rate and various side effects in the clinical setting. Immune escape of tumor cells may be a critical reason for such low response rates. Noncoding RNAs (ncRNAs) have been identified as key regulatory factors in tumors and the immune system. Consequently, ncRNAs show promise as targets to improve the efficacy of immunotherapy in tumors. However, the relationship between ncRNAs and tumor immune escape (TIE) has not yet been comprehensively summarized. In this review, we provide a detailed account of the current knowledge on ncRNAs associated with TIE and their potential roles in tumor growth and survival mechanisms. This review bridges the gap between ncRNAs and TIE and broadens our understanding of their relationship, providing new insights and strategies to improve immunotherapy response rates by specifically targeting the ncRNAs involved in TIE.