Recently, immune checkpoint blockade (ICB), especially anti-programmed death 1 (anti-PD-1) and anti-programmed death-ligand 1 (anti-PD-L1) therapy, has become an increasingly appealing therapeutic strategy for cancer patients. However, only a small portion of patients responds to anti-PD treatment. Therefore, treatment strategies are urgently needed to reverse the ICB-resistant tumor microenvironment (TME). It has become clear that the TME has diminished innate sensing that is critical to activate adaptive immunity. In addition, tumor cells upregulate various immunosuppressive factors to diminish the immune response and resist immunotherapy. In this review, we briefly update the current small molecular drugs that could synergize with immunotherapy, especially anti-PD therapy. We will discuss the modes of action by those drugs including inducing innate sensing and limiting immunosuppressive factors in the TME.