Immunotherapies are a novel anti-tumor treatment after surgery, radiotherapy, and chemotherapy. Among them, the therapeutic effect of immune checkpoint inhibitors is the most promising, but the effect of treatment with a single immune checkpoint inhibitor in cancer patients is limited. Traditional Chinese Medicine has unique advantages as cancer treatment. Its adjuvant immunotherapy benefits patients by improving the deficiency of immunotherapy alone. Thus, in this review, we summarize the current strategies of the combination of cancer immunotherapy with Traditional Chinese Medicine, analyze the mechanism of anti-tumor immunity by combined treatment, and propose the prospect of its clinical application to provide effective strategies for combined immunotherapy of cancer by Traditional Chinese Medicine.