The success of cancer immunotherapy reveals the power of host immunity on killing cancer cells and the feasibility to unleash restraints of anti-tumor immunity. However, the immunosuppressive tumor microenvironment and low immunogenicity of cancer cells restrict the therapeutic efficacy of cancer immunotherapies in a small fraction of patients. Therefore deciphering the underlying mechanisms promoting the generation of an immunosuppressive tumor microenvironment is direly needed to better harness host anti-tumor immunity. Early works revealed that deregulated metabolic activities in cancer cells support unrestricted proliferation and survival by producing macromolecules. Intriguingly, recent studies uncovered that metabolic switch in immune and endothelial cells modulate cellular activities and contribute to the progression of several diseases, including cancers. Herein, we review the progress on immunometabolic regulations on fine-tuning activities of immune cells and discuss how metabolic communication between cancer and infiltrating immune cells contributes to cancer immune evasion. Moreover, we would like to discuss how we might exploit this knowledge to improve current immunotherapies and the unresolved issues in this field.