Even though the immuno-oncology (IO) era has achieved many successes, some signs of research development deceleration are arising. Recently, the number of FDA immunotherapy approvals has decreased concurrently with a decline in the relative number of patients recruited to these trials. Identifying the unique features of IO treatments and taking them into consideration on clinical research will lead to a better evaluation of these agents and patient outcomes. In this review, we discuss current challenges and new potential approaches to implement rationally designed clinical trials of IO drugs, particularly those targeting immune checkpoints.