Classical Hodgkin lymphoma (cHL) is a unique malignant lymphoid neoplasm characterized by tumor (Hodgkin and Reed-Sternberg) cells in the inflammatory and immunosuppressive microenvironment. The cHL microenvironment is a complex dynamic environment with immune cells, stromal elements, and extracellular matrix components, all of them interacting with each other and with tumor cells. This interaction basically underlies both disease progression and response to therapy. Currently, there is a growing interest in studying the structure and functions of cHL microenvironment, its prognostic value, and the potential of its components to be used as new therapeutic targets. During the last decade, the outcomes of refractory cHL treatment have considerably improved, in particular due to the administration of such PD-1 inhibitors as nivolumab and pembrolizumab. High cHL sensitivity to anti-PD-1 therapy can be accounted for by the PD-1/PD-L1-associated niche being formed in the tumor tissue as a result of intensive PD-L1 expression by tumor cells and macrophages as well as the expression of its PD-1 receptor by T-cells and M2-macrophages. More and more information becomes available about the possible mechanisms of antitumor response in anti-PD-1 treated cHL patients which seems to contradict the traditional understanding of CD8-mediated response in solid tumors. Cytotoxic effects of anti-PD-1 therapy in cHL tissues are likely to result from the interaction between tumor cells, macrophages, and CD4-positive Т-lymphocytes. This review discusses structural and regulatory relationships between tumor cells and microenvironment components, deals with new therapy approaches using various microenvironment components as targets, and summarizes currently available knowledge on prognosis based on the study of cHL microenvironment.