Immune checkpoint inhibitor (ICI) activates host's anti-tumor immune response by blocking negative regulatory immune signals. A series of clinical trials showed that ICI could effectively induce tumor regression in a subset of advanced cancer patients. In clinical practice, a main concerning for choosing ICI is the low response rate. Even though multiple predictive biomarkers such as PD-L1 expression, mismatch-repair deficiency, and status of tumor infiltrating lymphocytes have been adopted for patient selection, frequent resistance to ICI monotherapy has not been completely resolved. However, some recent studies indicated that ICI resistance could be alleviated by combination therapy with anti-angiogenesis treatment. Actually, anti-angiogenesis therapy not only prunes blood vessel which is essential to cancer growth and metastasis, but also reprograms the tumor immune microenvironment. Preclinical studies demonstrated that the efficacy of combination therapy of ICI and anti-angiogenesis was superior to monotherapy. In mice model, combination therapy could effectively increase the ratio of anti-tumor/pro-tumor immune cell and decrease the expression of multiple immune checkpoints more than PD-1. Based on exciting results from preclinical studies, many clinical trials were deployed to investigate the synergistic effect of the combination therapy and acquired promising outcome. This review summarized the latest understanding of ICI combined anti-angiogenesis therapy and highlighted the advances of relevant clinical trials.