Immunotherapy has revolutionized the management of digestive cancers, particularly in esophagogastric and colorectal tumors. Immune checkpoint inhibitors (ICI) significantly improve survival, especially in patients whose tumors exhibit DNA repair system alterations or strong immune infiltration. Patient selection based on biomarker evaluation is essential to optimize treatment response. However, challenges remain, notably resistance to ICIs and the identification of more effective therapeutic combinations. This article outlines the current state of recent advances and future perspectives in immunotherapy for gastroesophageal, colorectal, and anal canal cancers.