The prognosis of brain metastases (BM) is traditionally poor. BM are mainly treated by local radiotherapy, including stereotactic radiosurgery (SRS) or whole brain radiation therapy (WBRT). Recently, immunotherapy (i.e., immune checkpoint inhibitors, ICI) has demonstrated a survival advantage in multiple malignancies commonly associated with BM. Individually, radiotherapy and ICI both treat BM efficiently; hence, their combination seems logical. In this review, we summarize the existing preclinical and clinical evidence that supports the applicability of radiotherapy as a sensitizer of ICI for BM. Further, we discuss the optimal timing at which radiotherapy and ICI should be administered and review the safety of the combination therapy. Data from a few clinical studies suggest that combining SRS or WBRT with ICI simultaneously rather than consecutively potentially enhances brain abscopal-like responses and survival. However, there is a lack of conclusion about the definition of "simultaneous"; the cumulative toxic effect of the combined therapies also requires further study. Thus, ongoing and planned prospective trials are needed to further explore and validate the effect, safety, and optimal timing of the combination of immunotherapy with radiotherapy for patients with BM.