Immune cells constitute a major part of the tumor microenvironment, thereby playing an important role in regulating tumor development. They interact with tumor cells, resulting in the suppression or promotion of glioma development. Therefore, in recent years, scientists have focused on immunotherapy that involves enhancing the immune response to fight the battle against cancer more effectively. While it has shown success against different cancer types, immunotherapy faces major roadblocks in glioma treatment. These involve the blood brain barrier, tumor heterogeneity and an immunosuppressive glioma microenvironment, among other factors. Additionally, the interaction of the peripheral immune system with the central nervous system provides another challenge for immunotherapeutic regimens. For modulating different immune cell populations to counter glioma cells, it is important to expand our knowledge about their role within the glioma microenvironment; therefore, herein, we review the different immune cell populations found in the glioma microenvironment and navigate through the various shortcomings of current immunotherapies for glioma. We conclude by providing an insight into ongoing pre-clinical and clinical trials for glioma therapies.