One of the main scientific objectives of the recent Fermi mission is unveiling the nature of the unidentified gamma-ray sources (UGSs). Despite the large improvements of Fermi in the gamma-ray source localization with respect to the past gamma-ray missions, about 1/3 of the gamma-ray objects detected still do not have a low energy counterpart associated. Recently, we discovered that blazars, the rarest and the most gamma-ray detected class of Active Galactic Nuclei (AGNs), can be recognized and separated from other extragalactic sources dominated by thermal emission using the IR colors. I will present how the Wide-Field Infrared Survey Explorer (WISE) infrared data make possible to identify a distinct region of the IR color-color diagrams where the sources dominated by the thermal radiation are separated from those dominated by non-thermal emission, in particular the blazar population. This IR non-thermal region of the parameter space, so called WISE Blazar Strip (WBS), it is a powerful new diagnostic tool that can be used to extract new blazar candidates, to identify those of uncertain type and also to search for the blazar-like counterparts of unidentified gamma-ray sources. First, I will show the relation between the infrared and gamma-ray emission for a selected sample of blazars associated with Fermi sources, for which WISE archival observations are available. Then, for the first time, I will present a possible candidate counterpart for 187 out of 313 UGSs analyzed.