Cancer cells employ a number of mechanisms to escape immunosurveillance and facilitate tumour progression. The recent explosion of interest in immunotherapy, especially immune checkpoint blockade, is a result of discoveries about the fundamental ligand-receptor interactions that occur between immune and cancer cells within the tumour microenvironment. Distinct ligands expressed by cancer cells engage with cell surface receptors on immune cells, triggering inhibitory pathways (such as PD-1/PD-L1) that render immune cells immunologically tolerant. Importantly, recent studies on the role of epigenetics in immune evasion have exposed a key role for epigenetic modulators in augmenting the tumour microenvironment and restoring immune recognition and immunogenicity. Epigenetic drugs such as DNA methyltransferase and histone deacetylase inhibitors can reverse immune suppression via several mechanisms such as enhancing expression of tumour-associated antigens, components of the antigen processing and presenting machinery pathways, immune checkpoint inhibitors, chemokines, and other immune-related genes. These discoveries have established a highly promising basis for studies using combined epigenetic and immunotherapeutic agents as anti-cancer therapies. In this review, we discuss the exciting role of epigenetic immunomodulation in tumour immune escape, emphasising its significance in priming and sensitising the host immune system to immunotherapies through mechanisms such as the activation of the viral defence pathway. With this background in mind, we highlight the promise of combined epigenetic therapy and immunotherapy, focusing on immune checkpoint blockade, to improve outcomes for patients with many different cancer types.