Deficiency in DNA damage response (DDR) genes leads to impaired DNA repair functions that will induce genomic instability and facilitate cancer development. However, alterations of DDR genes can serve as biomarkers for the selection of suitable patients to receive specific therapeutics, such as immune checkpoint blockade (ICB) therapy. In addition, certain altered DDR genes can be ideal therapeutic targets through adapting the mechanism of synthetic lethality. Recent studies indicate that targeting DDR can improve cancer immunotherapy by modulating the immune response mediated by cGAS-STING-interferon signaling. Investigations of the interplay of DDR-targeting and ICB therapies provide more effective treatment options for cancer patients. This review introduces the mechanisms of DDR and discusses their crucial roles in cancer therapy based on the concepts of synthetic lethality and ICB. The contemporary clinical trials of DDR-targeting and ICB therapies in breast, colorectal, and pancreatic cancers are included.