Glioma is the most common primary cancer of the central nervous system, and around 50% of patients present with the most aggressive form of the disease, glioblastoma. Conventional therapies, including surgery, radiotherapy, and pharmacotherapy (typically chemotherapy with temozolomide), have not resulted in major improvements in the survival outcomes of patients with glioblastoma. Reasons for this lack of progress include invasive tumour growth in an essential organ, which limits the utility of local therapy, as well as the protection of tumour cells by the blood-brain barrier, their intrinsic resistance to the induction of cell death, and lack of dependence on single, targetable oncogenic pathways, all of which impose challenges for systemic therapy. Furthermore, the unique immune environment of the central nervous system needs to be considered when pursuing immune-based therapeutic approaches for glioblastoma. Nevertheless, a range of different immunotherapies are currently being actively investigated in patients with this disease, spurred on by advances in immuno-oncology for other tumour types. Herein, we examine the current state of immunotherapy for gliomas, notably glioblastoma, the implications for combining the current standard-of-care treatment modalities with immunotherapies, potential biomarkers of response, and future directions for glioblastoma immuno-oncology.