Cancer immunotherapy is a promising innovative treatment for many forms of cancer, particularly melanoma. Although immunotherapy has been shown to be efficacious, patient response rates vary and, more often than not, only a small subset of the patients within a large cohort respond favourably to the treatment. This issue is particularly concerning and becomes a challenge of immunotherapy to improve the effectiveness and patient response rates. Here, we review the specific types of available immunotherapy options, their proposed mechanism(s) of action, and the reasons why the patient response to this treatment is variable. The potential favourable options to improve response rates to immunotherapy will be discussed with an emphasis on adopting a multimodal approach on the novel role that the gut microbiota may play in modulating the efficacy of cancer immunotherapy.