The immune checkpoint inhibitor, anti-programmed death protein-1 (anti-PD-1), enhances adaptive immunity to kill tumor cells, and the oncolytic virus (OV) triggers innate immunity to clear the infected tumor cells. We create a mathematical model to investigate how the interaction between adaptive and innate immunities under OV and anti-PD-1 affects tumor reduction. For different immunity strength, we create the corresponding virtual baseline patients and cohort patients to decipher the major factors determining the treatment outcome. Global sensitivity analysis indicates that adaptive immunity has more control on the treatment outcome than innate immunity, and whether anti-PD-1 cancels out the OV treatment efficacy depends on the OV dosage and the balance between clearance of infected tumor cells and OV by T cells. The optimal OV infection rate and dosage suggest that OV treatment is more sensitive to adaptive immunity than innate immunity. Our model prediction also indicates that tumor reduction is more sensitive to anti-PD-1 efficacy as adaptive immunity becomes stronger, and anti-PD-1 trends to cancel out the OV treatment efficacy as innate immunity becomes stronger. Based on these results, the recommended treatment protocol for patients with different immunity strength can be determined.