Immunotherapy has proven efficient for many tumors and is now part of standard of care in many indications. What is the picture for brain tumors? The recent development of anti-CTLA-4 and PD1 immune checkpoint inhibitors, which have the ability to restore T lymphocytes activity, has gathered enthusiasm and is now paving the way towards more complex models of immune system manipulation. These models include, among others, vaccination and adoptive T cell transfer technologies. Complementary to those strategies, molecules capable of reshaping the immune tumor microenvironment are currently being investigated in early phase trials. Indeed, the tumor bed is hostile to anti-tumor immune responses due to many escape mechanisms, and this is particularly true in the context of brain tumors, a master in eliciting immunosuppressive cells and molecules. The goal of this review is to describe the hopes and challenges of brain tumors immunotherapy and to propose an inventory of the current clinical research with specific focus on the therapies targeting the tumor microenvironment.