Over the past decade, immune checkpoint inhibitors (ICI) have proven to be promising agents in a number of solid tumor malignancies. Pembrolizumab and nivolumab are ICIs that target programmed cell death protein 1 and both have been approved by the US Food and Drug Administration for the treatment of microsatellite instability-high/DNA mismatch repair deficient (MSI-H/dMMR) colorectal cancer (CRC). In MSI-H/dMMR CRC, these agents were found to have considerable antitumor activity and are now used in the treatment of this disease. However, MSI-H/dMMR tumors account for only 5% of metastatic CRC and the remaining patients are identified as being microsatellite stable/DNA mismatch repair proficient (MSS/pMMR). In MSS/pMMR CRC, ICIs were found to have no antitumor activity and they are not currently used in the treatment of the disease. However, ongoing research is expanding our knowledge of how the human immune system interacts with cancer cells. Identifying mechanisms to improve our immune response to MSS/pMMR CRC is of utmost importance. In this review, we discuss available clinical data and the emerging role of immune-based strategies to overcome the resistance to ICI therapy in the treatment of MSS/pMMR CRC.