Cancer immunotherapies have yielded promising outcomes in various malignant tumors by blocking specific immune checkpoint molecules, such as programmed cell death 1 and cytotoxic T lymphocyte antigen 4. However, only a few patients respond to immune checkpoint blockade therapy because of the poor immunogenicity of tumor cells and immune-suppressive tumor microenvironment. Accumulating evidence suggests that chemotherapeutic agents, including oxaliplatin and doxorubicin, not only mediate direct cytotoxicity in tumor cells but also induce immunogenic cancer cell death to stimulate a powerful anti-cancer immune response in the tumor microenvironment. In this review, we summarize the recent advances in cancer combination therapy based on immune checkpoint inhibitors plus immunogenic cell death inducers. Despite some clinical failures and challenges, immunogenic cell death inducers have displayed great potential when combined with immune checkpoint inhibitors for anti-cancer treatment in both preclinical studies and clinical trials.