During tumor progression, a subset of cancer cells escape from immune surveillance and eventually develop into measurable tumor mass. Cancer immunotherapy eradicates tumor cells by enhancing multiple steps in cancer-immunity cycle including antigen presentation, T cell priming, activation, and immune killing activity. Immunotherapy has been verified as an effective strategy in multiple cancers, but some problems still exist in actual clinical practice such as frequent primary and adaptive resistance. Combination with other adjuvant therapies gives us a new perspective to overcome the emerging obstacles in immunotherapy application. Recently, a series of studies demonstrated that the vital component of host innate immunity cGAS-STING pathway might play an important role in anti-cancer immunity. It is generally acknowledged that the downstream signals of cGAS-STING especially type I interferon (IFN) bridge innate immunity and adaptive immunity. Given the functions of type I IFN in promoting the maturation and migration of dendritic cells, enhancing cytotoxic T lymphocyte- or natural killer cell-mediated cytotoxicity effect, and protecting effector cells from apoptosis, we believe cGAS-STING agonist might be used as sensitizer for multiple immunotherapies such as cancer vaccine, immune checkpoint blockade, and chimeric antigen receptor T cell therapy. In this review, we highlight the latest understanding of cGAS-STING pathway and the advances of the combination therapy of STING agonist and immunotherapy.