Immunotherapy has emerged as a paradigm-shifting approach in oncology; however, its efficacy remains limited by the inherent heterogeneity of TME. Tumors are classified as "cold" or "hot" based on the density and functional status of TILs, with this classification serving as a critical determinant of therapeutic response. "Cold" tumors, characterized by reduced immunogenicity, impaired antigen presentation, and limited TIL infiltration, typically exhibit immune evasion and poor responsivenes to immunotherapy. In contrast, "hot" tumors demonstrate robust immune cell infiltration and enhanced sensitivity to immunotherapeutic agents. This review systematically examines the molecular mechanisms underlying immunosuppression in the TME, with particular emphasis on therapeutic strategies targeting immunosuppressive cellular components and approaches to enhance immune cell activation. Through the conversion of immunologically "cold" tumors to "hot" phenotypes, these interventions aim to potentiate anti-tumor immune responses. We evaluate innovative therapeutic modalities, including OVs, activation of the cGAS-STING pathway agonist, and functionalized NPs, which demonstrate potential in reshaping the tumor immune landscape. Furthermore, we critically assess the limitations of current monotherapeutic approaches and propose novel combinatorial strategies that integrate multiple therapeutic modalities to overcome resistance mechanisms and optimize treatment outcomes. This review not only establishes a comprehensive theoretical framework for developing therapeutic strategies targeting "cold" tumors but also provides critical insights into the future evolution of combination therapies in cancer immunotherapy.