The recent approval of immune checkpoint inhibitors drastically changed the standard treatments in many advanced cancer patients, but molecular changes within the tumor can prevent the activity of immunotherapy drugs. Thus, the introduction of the inhibitors of the immune checkpoint programmed death-1/programmed death ligand-1 (PD-1/PD-L1), should prompt deeper studies on resistance mechanisms, which can be caused by oncogenic mutations detected in cancer cells. PTEN, a tumor suppressor gene, dephosphorylates the lipid signaling intermediate PIP3 with inhibition of AKT activity, one of the main effectors of the PI3K signaling axis. As a consequence of genetic or epigenetic aberrations, PTEN expression is often altered, with increased activation of PI3K axis. Interestingly, some data confirmed that loss of PTEN expression modified the pattern of cytokine secretion creating an immune-suppressive microenvironment with increase of immune cell populations that can promote tumor progression. Moreover, PTEN loss may be ascribed to reduction of tumor infiltrating lymphocytes (TILs), which can explain the absence of activity of immune checkpoint inhibitors. This review describes the role of PTEN loss as a mechanism responsible for resistance to anti PD-1/PD-L1 treatment. Moreover, combinatorial strategies between PD-1/PD-L1 inhibitors and PI3K/AKT targeting drugs are proposed as a new strategy to overcome resistance to immune checkpoint inhibition.