Obesity is a leading risk factor for the progression of many cancers but in some cases enhances response to immune checkpoint blockade therapies–the obesity paradox. Studies in cancer-bearing mice with obesity found that obesity increases the frequency of tumor-associated macrophages and induces their expression of the immune checkpoint protein PD-1. The results provide a mechanistic explanation for how obesity can contribute to increased cancer risk and enhanced responses to immunotherapy, and may point to strategies for improving immunotherapy.