In recent years, cancer immunotherapy made tremendous progresses and reached the clinical arena by showing its ability to prolong the survival of advanced melanoma and lung cancer patients. This has generated enormous interest in the oncology field and the pharmacological industry. Yet, the clinical benefit remains limited to a subset of patients, and further research is needed to understand the reason for this. Recent studies have shown that a key factor limiting the efficacy of cancer immunotherapy is the presence of an immunosuppressive microenvironment at the tumor site. The current challenge is therefore to understand the immunosuppressive mechanisms at work in the tumor microenvironment and to develop therapeutic strategies to overcome them. One such mechanism involves the catabolism of tryptophan by indoleamine-2,3-dioxygenase (IDO). The resulting tryptophan shortage, combined with the production of tryptophan catabolites, is profoundly immunosuppressive, preventing the proper functioning of effector T lymphocytes and favoring regulatory T cells. IDO inhibitors are currently under clinical development. Other mechanisms involve tumor-induced apoptosis of tumor-infiltrating lymphocytes. Importantly, the immunosuppressive tumor microenvironment present in human tumors cannot be appropriately modeled using transplanted rodent tumor models, but rather requires the study of autochthonous tumor models induced in genetically modified mice. Although such models are more difficult to study, they do better recapitulate the long-term host/tumor interactions that eventually result in immune tolerance of the growing tumor by the host. This will be illustrated using an inducible mouse melanoma model.