Neuroendocrine neoplasms (NENs) are rare heterogeneous tumors that can develop in almost any organ, with the digestive organs, including the gastrointestinal tract and pancreas being the most commonly affected sites. Despite the fact that advances in initial therapies have progressed, there is presently no recognized effective treatment for advanced NEN. Immune checkpoint inhibitors (ICIs) have shown superior efficacy in treating several types of solid tumors. Despite their successful role in the treatment of partial NENs, such as small cell lung cancer, and Merkel cell carcinoma, the role of ICIs in most of the NENs remains limited. Nevertheless, due to their specific anti-tumor mechanisms and acceptable safety profile, ICIs are a promising avenue for further study in NENs therapy. Recent clinical trials have illustrated that combination therapy with ICI is more efficient than monotherapy, and multiple clinical trials are constantly ongoing to evaluate the efficacy and safety of these combination therapies. Therefore, the purpose of this review is to provide a comprehensive summary of the clinical progress of immunotherapy in NENs affecting the digestive system, with a specific emphasis on the application of programmed cell death protein 1/programmed death receptor ligand 1 inhibitor. Furthermore, this review has an exploration of the potential beneficiary population and the inherent value of utilizing immunotherapy in the management of NENs.