PD-1/PD-L1 blockade therapies have displayed extraordinary clinical efficacy for melanoma, renal, bladder and lung cancer; however, only a minority of colorectal cancer (CRC) patients benefit from these treatments. The efficacy of PD-1/PD-L1 blockade in CRC is limited by the complexities of tumor microenvironment. PD-1/PD-L1 blockade immunotherapy is based on T cell-centered view of tumor immunity. However, the onset and maintenance of T cell responses and the development of long-lasting memory T cells depend on innate immune responses. Acknowledging the pivotal role of innate immunity in anti-tumor immune response, this review encapsulates the employment of combinational therapies those involve PD-1/PD-L1 blockade alongside the activation of innate immunity and explores the underlying cellular mechanisms, aiming to harnessing innate immune responses to induce long-lasting tumor control for CRC patients who received PD-1/PD-L1 blockade therapy.