Immunotherapy has made a breakthrough in medical oncology with the approval of several immune checkpoint inhibitors in clinical routine, improving overall survival of advanced cancer patients with refractory disease. However only a minority of patients experience a durable response with these agents, which has led to the development of combination strategies and novel immunotherapy drugs to further counteract tumor immune escape. Epigenetic regulations can be altered in oncogenesis, favoring tumor progression. The development of epidrugs has allowed targeting successfully these altered epigenetic patterns in lymphoma and leukemia patients. It has been recently shown that epigenetic alterations can also play a key role in tumor immune escape. Epidrugs, like HDAC inhibitors, can prime the anti-tumor immune response, therefore constituting interesting partners to develop combination strategies with immunotherapy agents. In this review, we will discuss epigenetic regulations involved in oncogenesis and immune escape and describe the clinical development of combining HDAC inhibitors with immunotherapies.