Immune checkpoints refer to a plethora of inhibitory pathways of the immune system that play a crucial role in maintaining self-tolerance and in tuning the duration and amplitude of physiological immune responses to minimize collateral tissue damages. The breakdown of this delicate balance leads to pathological conditions, including cancer. Indeed, tumor cells can develop multiple mechanisms to escape from immune system defense, including the activation of immune checkpoint pathways. The development of monoclonal antibodies, targeting inhibitory immune checkpoints, has provided an immense breakthrough in cancer therapy. Immune checkpoint inhibitors (ICI), initially developed to reverse functional exhaustion in T cells, recently emerged as important actors in natural killer (NK)-cell-based immunotherapy. Moreover, the discovery that also helper innate lymphoid cells (ILCs) express inhibitory immune checkpoints, suggests that these molecules might be targeted on ILCs, to modulate their functions in the tumor microenvironment. Recently, other strategies to achieve immune checkpoint blockade have been developed, including miRNA exploiting systems. Herein, we provide an overview of the current knowledge on inhibitory immune checkpoints on NK cells and ILCs and we discuss how to target these innate lymphocytes by ICI in both solid tumors and hematological malignancies.