Therapeutic monoclonal antibodies targeting immune checkpoints (ICPs) have changed the treatment landscape of many tumors. However, response rate remains relatively low in most cases. A major factor involved in initial resistance to ICP inhibitors is the lack or paucity of tumor T cell infiltration, characterizing the so-called “cold tumors.” In this review, we describe the main mechanisms involved in the absence of T cell infiltration, including lack of tumor antigens, defect in antigen presentation, absence of T cell activation and deficit of homing into the tumor bed. We discuss then the different therapeutic approaches that could turn cold into hot tumors. In this way, specific therapies are proposed according to their mechanism of action. In addition, ‘‘supra-physiological’’ therapies, such as T cell recruiting bispecific antibodies and Chimeric Antigen Receptor (CAR) T cells, may be active regardless of the mechanism involved, especially in MHC class I negative tumors. The determination of the main factors implicated in the lack of preexisting tumor T cell infiltration is crucial for the development of adapted algorithms of treatments for cold tumors.