Rapid and successful drug development has resulted in multiple treatment options for gastrointestinal cancer, requiring careful decision making for individual patients. The general theme in modern immunology is that the field is moving beyond establishing the fundamental principles of immune response mechanisms to applying these propositions to understand human diseases and develop new therapies. Immunotherapy has contributed enormously to cancer treatments with a virtual explosion in novel therapeutics including checkpoint inhibitors and other recently developed immunomodulators and the development of novel therapeutic approaches. Although the majority of gastrointestinal (GI) cancers are generally considered poorly immunogenic, clinical trials have revealed that some of the patients with various gastrointestinal cancers are highly responsive to immune checkpoint inhibition-based therapies. We paid special attention to the clinical relevance of immunology and emphasized how newly developed therapies work, including what their strengths and pitfalls are. This review aims to enhance the interest of practitioners in the many specialties and subspecialties that the discipline influences and to assist them in understanding this increasing complexity.