Glioma is one of the most aggressive types of primary brain tumor with a high-grade glioma known as glioblastoma multiforme (GBM). Patients diagnosed with GBM usually have an overall survival rate of less than 18 months after conventional therapy. This bleak prognosis underlines the need to consider new therapeutic interventions for GBM treatment to overcome current treatment limitations. By highlighting different immunotherapeutic approaches currently in preclinical and clinical trials, including immune checkpoint inhibitors, chimeric antigen receptors T cells, natural killer cells, vaccines, and combination therapy, this review aims to discuss the mechanisms, benefits, and limitations of immunotherapy in treating GBM patients.