Cholangiocarcinoma (CCA) is a rare type of digestive tract cancer originating from the epithelial cells of the liver and biliary tract. Current treatment modalities for CCA, such as chemotherapy and radiation therapy, have demonstrated limited efficacy in enhancing survival rates. Despite the revolutionary potential of immunotherapy in cancer management, its application in CCA remains restricted due to the minimal infiltration of immune cells in these tumors, rendering them cold and unresponsive to immune checkpoint inhibitors (ICIs). Cancer cells within cold tumors deploy various mechanisms for evading immune attack, thus impeding clinical management. Recently, combination immunotherapy has become increasingly essential to comprehend the mechanisms underlying cold tumors to enhance a deficient antitumor immune response. Therefore, a thorough understanding of the knowledge on the combination immunotherapy of cold CCA is imperative to leverage the benefits of immunotherapy in treating patients. Moreover, gut microbiota plays an essential role in the immunotherapeutic responses in CCA. In this review, we summarize the current concepts of immunotherapy in CCA and clarify the intricate dynamics within the tumor immune microenvironment (TIME) of CCA. We also delve into the evasion mechanisms employed by CCA tumors against the anti-tumor immune responses. The context of combination immunotherapies in igniting cold tumors of CCA and the critical function of gut microbiota in prompting immune responses have also been annotated. Furthermore, we have proposed future directions in the realm of CCA immunotherapy, aiming to improve the clinical prognosis of CCA patients.