Cancer is one of the leading causes of death worldwide, and more effective ways of attacking cancer are being sought. Cancer immunotherapy is a new and effective therapeutic method after surgery, radiotherapy, chemotherapy, and targeted therapy. Cancer immunotherapy aims to kill tumor cells by stimulating or rebuilding the body's immune system, with specific efficiency and high safety. However, only few tumor patients respond to immunotherapy and due to the complex and variable characters of cancer immune escape, the behavior and regulatory mechanisms of immune cells need to be deeply explored from more dimensions. Epigenetic modifications, metabolic modulation, and cell-to-cell communication are key factors in immune cell adaptation and response to the complex tumor microenvironment. They collectively determine the state and function of immune cells through modulating gene expression, changing in energy and nutrient demands. In addition, immune cells engage in complex communication networks with other immune components, which are mediated by exosomes, cytokines, and chemokines, and are pivotal in shaping the tumor progression and therapeutic response. Understanding the interactions and combined effects of such multidimensions mechanisms in immune cell modulation is important for revealing the mechanisms of immunotherapy failure and developing new therapeutic targets and strategies.