The success of immune checkpoint inhibitors in cancer immunotherapy has been widely heralded. However many cancer patients do not respond to immune checkpoint therapy and some relapse due to acquired tumor resistance. Epigenetic targeting may be beneficial in cancer immunotherapy by reversing immune avoidance and escape mechanisms employed by cancer cells, as well as by modulating immune cell differentiation and function. In this manuscript we review recent findings suggesting how epigenetics may be used to improve cancer immunotherapy. We focus on the inhibitors of the CTLA4 and PD1 immune checkpoints and epigenetic modifiers of histone acetylation and methylation and DNA methylation.