Marching into the second decade after the approval of ipilimumab, it is clear that immune checkpoint inhibitors (ICIs) have dramatically improved the prognosis of melanoma. Although the current edge is already high, with a 4-year OS% of 77.9% for adjuvant nivolumab and a 6.5-year OS% of 49% for nivolumab/ipilimumab combination in the metastatic setting, a high proportion of patients with advanced melanoma have no benefit from immunotherapy, or experience an early disease relapse/progression in the first few months of treatment, surviving much less. Reasonably, the primary and acquired resistance to ICIs has entered into the focus of clinical research with positive (e.g., nivolumab and relatlimab combination) and negative feedbacks (e.g., nivolumab with pegylated-IL2, pembrolizumab with T-VEC, nivolumab with epacadostat, and combinatorial triplets of BRAF/MEK inhibitors with immunotherapy). Many intrinsic (intracellular or intra-tumoral) but also extrinsic (systematic) events are considered to be involved in the development of this resistance to ICIs: i) melanoma cell immunogenicity (e.g., tumor mutational burden, antigen-processing machinery and immunogenic cell death, neoantigen affinity and heterogeneity, genomic instability, melanoma dedifferentiation and phenotypic plasticity), ii) immune cell trafficking, T-cell priming, and cell death evasion, iii) melanoma neovascularization, cellular TME components(e.g., T, CAFs) and extracellular matrix modulation, iv) metabolic antagonism in the TME(highly glycolytic status, upregulated CD39/CD73/adenosine pathway, iDO-dependent tryptophan catabolism), v) T-cell exhaustion and negative immune checkpoints, and vi) gut microbiota. In the present overview, we discuss how these parameters compromise the efficacy of ICIs, with an emphasis on the lessons learned by the latest melanoma studies; and in parallel, we describe the main ongoing approaches to overcome the resistance to immunotherapy. Summarizing this information will improve the understanding of how these complicated dynamics contribute to immune escape and will help to develop more effective strategies on how anti-tumor immunity can surpass existing barriers of ICI-refractory melanoma.