Hypoxia and immune escape are two main characteristics of tumors. Hypoxia is an important factor in promoting immune escape of tumors. Recent studies have shown that hypoxia induced lncRNA (HIL) is a key factor mediating hypoxia-promoted immune escape and is a potential marker for the diagnosis, treatment and prognosis evaluation of tumors. HIL has good research and clinical transformation value and is expected to be a potential treatment target of tumor immunotherapy. In this article, we seek to summarize the latest research progress of HIL in the occurrence, development and prognosis of tumors, analyze various mechanisms of HIL inducing tumor immune escape from the perspectives of epithelial-mesenchymal transition, angiogenesis, cancer stem cell formation, glycolysis, immune cell infiltration, immune factor release, interfering with antigen presentation and up-regulation of immune checkpoint expression, and discuss the possibility and clinical significance of a new strategy of combined tumor therapy targeting HILs and immune checkpoints. Moreover, we also analyze the possible solutions to the key issues in the field of HIL, such as identification of universal and tissue-specific key HILs and their mechanism in regulating tumor immunity, clarification of the relationship between HIL and treatment efficacy of tumor immunotherapy, and realization of clinical transformation of new strategies of combined tumor therapy. This review provides a theoretical basis for the tumor treatment strategy of targeting HILs and immune checkpoints.