High grade gliomas are malignant brain tumors that arise in the central nervous system, in patients of all ages. Currently, the standard of care, entailing surgery and chemo radiation, exhibits a survival rate of 14-17 months. Thus, there is an urgent need to develop new therapeutic strategies for these malignant brain tumors. Currently, immunotherapies represent an appealing approach to treat malignant gliomas, as the pre-clinical data has been encouraging. However, the translation of the discoveries from the bench to the bedside has not been as successful as with other types of cancer, and no long-lasting clinical benefits have been observed for glioma patients treated with immune-mediated therapies so far. This review aims to discuss our current knowledge about gliomas, their molecular particularities and the impact on the tumor immune microenvironment. Also, we discuss several murine models used to study these therapies pre-clinically and how the model selection can impact the outcomes of the approaches to be tested. Finally, we present different immunotherapy strategies being employed in clinical trials for glioma and the newest developments intended to harness the immune system against these incurable brain tumors.