Glioblastoma (GBM) is the most common and aggressive malignant brain tumor. Standard treatments including surgical resection, radiotherapy, and chemotherapy, have failed to significantly improve the prognosis of glioblastoma patients. Currently, immunotherapeutic approaches based on vaccines, chimeric antigen-receptor T-cells, checkpoint inhibitors, and oncolytic virotherapy are showing promising results in clinical trials. The combination of different immunotherapeutic approaches is proving satisfactory and promising. In view of the challenges of immunotherapy and the resistance of glioblastomas, the treatment of these tumors requires further efforts. In this review, we explore the obstacles that potentially influence the efficacy of the response to immunotherapy and that should be taken into account in clinical trials.