The DNA damage response (DDR) fulfils essential roles to preserve genome integrity. Targeting the DDR in tumors has had remarkable success over the last decade, exemplified by the licensing of PARP inhibitors for cancer therapy. Recent studies suggest that the application of DDR inhibitors impacts on cellular innate and adaptive immune responses, wherein key DNA repair factors have roles in limiting chronic inflammatory signaling. Antitumor immunity plays an emerging part in cancer therapy, and extensive efforts have led to the development of immune checkpoint inhibitors overcoming immune suppressive signals in tumors. Here, we review the current understanding of the molecular mechanisms underlying DNA damage-triggered immune responses, including cytosolic DNA sensing via the cGAS/STING pathway. We highlight the implications of DDR components for therapeutic outcomes of immune checkpoint inhibitors or their use as biomarkers. Finally, we discuss the rationale for novel combinations of DDR inhibitors with antagonists of immune checkpoints and current hindrances limiting their broader therapeutic applications.