Cancer immunotherapy has revolutionized the cancer treatment paradigm, but low response rate is still a key issue that needs to be addressed urgently. Numerous studies have shown that targeting tumor immunosuppression is an effective strategy to block tumor immune escape, enhance and expand the efficacy of immunotherapy. Prostaglandin E₂ (PGE₂) is a potent immune mediator in the tumor microenvironment (TME), which can specifically bind to the seven-transmembrane protein EP4 receptor, thereby inducing immune suppression in TME and promoting tumor immune escape. Targeting the PGE₂/EP4 pathway is considered to be an effective strategy to relieve TME immunosuppression, thereby enhancing anti-tumor immune responses and promoting tumor regression. This review summarized the research progress of EP4 receptor in cancer immunotherapy from the aspects of structure, signal transduction, regulatory mechanism, and drug discovery.