Although there are several immunotherapy approaches for the treatment of Central Nervous System (CNS) tumors under evaluation, currently none of these approaches have received approval from the regulatory agencies. CNS tumors, especially glioblastomas, are tumors characterized by highly immunosuppressive tumor microenvironment, limiting the possibility of effectively eliciting an immune response. Moreover, the peculiar anatomic location of these tumors poses relevant challenges in terms of safety, since uncontrolled hyper inflammation could lead to cerebral edema and cranial hypertension. The most promising strategies of immunotherapy in neuro-oncology consist of the use of autologous T cells redirected against tumor cells through chimeric antigen receptor (CAR) constructs or genetically modified T-cell receptors. Trials based on native or genetically engineered oncolytic viruses and on vaccination with tumor-associated antigen peptides are also under evaluation. Despite some sporadic complete remissions achieved in clinical trials, the outcome of patients with CNS tumors treated with different immunotherapeutic approaches remains poor. Based on the lessons learned from these unsatisfactory experiences, novel immune-therapy approaches aimed at overcoming the profound immunosuppressive microenvironment of these diseases are bringing new hope to reach the cure for CNS tumors.