Glioblastoma is the most common primary malignant tumor of the central nervous system, which has the characteristics of strong invasion, frequent recurrence, and rapid progression. These characteristics are inseparable from the evasion of glioma cells from immune killing, which makes immune escape a great obstacle to the treatment of glioma, and studies have confirmed that glioma patients with immune escape tend to have poor prognosis. The lysosomal peptidase lysosome family plays an important role in the immune escape process of glioma, which mainly includes aspartic acid cathepsin, serine cathepsin, asparagine endopeptidases, and cysteine cathepsins. Among them, the cysteine cathepsin family plays a prominent role in the immune escape of glioma. Numerous studies have confirmed that glioma immune escape mediated by lysosomal peptidases has something to do with autophagy, cell signaling pathways, immune cells, cytokines, and other mechanisms, especially lysosome organization. The relationship between protease and autophagy is more complicated, and the current research is neither complete nor in-depth. Therefore, this article reviews how lysosomal peptidases mediate the immune escape of glioma through the above mechanisms and explores the possibility of lysosomal peptidases as a target of glioma immunotherapy.