Despite major advances in the treatment of ovarian cancer over the past two decades, it is still an incurable disease and requires the development of better treatment strategies. In recent years, we have developed a greater understanding of tumor immunology and the interactions between tumors and the immune system. This has led to the emergence of cancer immunotherapy as the fourth treatment modality in cancer. In this article, we address the principles of immunotherapy and different approaches that have been investigated over the past decade and discuss the future of immune therapy in ovarian cancer.