Since the United States Food and Drug Administration approved the first immune checkpoint inhibitor ipilimumab for metastatic melanoma in 2011, ICIs have been approved for a range of cancers and significantly improving treatment outcomes. However, the objective response rate of ICI monotherapy remains modest (10-40%), with clinical benefit observed in only 15-20% of patients. The limited efficacy of ICIs in many patients is often attributed to poorly immunogenic ("cold") tumors. Radiotherapy and chemotherapy exhibit immunomodulatory properties that can enhance tumor immunogenicity. These effects provide a rationale for combining ICIs with conventional therapies. Current research lacks systematic synthesis and consistent clinical evidence on the immunomodulatory effects of radio/chemotherapy, and the optimal selection and sequencing of radio/chemotherapy with immunotherapy remain unclear, limiting the optimization of combination strategies with immunotherapy. This review outlines the current landscape of cancer immunotherapy and elucidates the immunomodulatory effects of radiotherapy and chemotherapy that form the basis for combination strategies. It further summarizes clinical advances in combined modalities and discusses associated toxicities, management approaches, and potential predictive biomarkers. This review provides a comprehensive framework for understanding and optimizing radio/chemo-immunotherapy by integrating mechanistic insights with clinical evidence to guide future personalized cancer treatment strategies.