The onset of immune checkpoint blockade (ICB) therapy over the last decade has transformed the therapeutic landscape in oncology. ICB has shown unprecedented clinical activity and durable responses in a variety of difficult-to-treat cancers. However, despite these promising long-term responses, a majority of patients fail to respond to single-agent therapy, demonstrating primary or acquired resistance. Uterine leiomyosarcoma (uLMS) is a rare high-risk gynecological cancer with very limited treatment options. Despite research indicating a strong potential for ICB in uLMS, a clinical trial assessing the response to immunotherapy with single-agent nivolumab in advanced-stage uLMS showed no clinical benefit. Many mechanisms of resistance to ICB have been characterized in a variety of tumor types, and many more continue to be uncovered. However, the mechanisms of resistance to ICB in uLMS remain largely unexplored. By elucidating and targeting mechanisms of resistance, treatments can be tailored to improve clinical outcomes. Therefore, in this review we will explore what is known about the immunosuppressive microenvironment of uLMS, link these data to possible resistance mechanisms extrapolated from other cancer types, and discuss potential therapeutic strategies to overcome resistance.