The low clinical response rate of checkpoint blockades, such as PD-1 and CTLA-4, highlighted the requirements of agonistic antibodies to boost optimal T cell responses. OX40, a co-stimulatory receptor on the T cells, plays a crucial role in promoting T cell survival and differentiation. However, the clinical efficacy of anti-OX40 agonistic antibodies was unimpressive. To explore the mechanism underlying the action of anti-OX40 agonists to improve the anti-tumor efficacy, we analyzed the dynamic changes of tumor-infiltrating immune cells at different days post-treatments using single-cell RNA-sequencing (scRNA-seq). In this study, we found that tumor-infiltrating regulatory T (Treg) cells were reduced after two rounds of anti-OX40 treatment, but the increase of infiltration and activation of CD8+ effector T cells, as well as M1 polarization in the tumor were only observed after three rounds of treatments. Moreover, our group first analyzed the antitumor effect of anti-OX40 treatments on regulating the macrophages and discovered the dynamic changes of vascular endothelial growth factor (VEGF) and CD40 signaling pathways on macrophages, indicating their possibility to being potential combination targets to improve the anti-OX40 agonists efficacy. The combination of VEGFR inhibitors or anti-CD40 agonist antibody with anti-OX40 agonists exhibited more remarkable inhibition of tumor growth. Therefore, the mechanism-driven combination of anti-OX40 agonists with VEGFR inhibitors or anti-CD40 agonists represented promising strategies.