Glioblastoma (GBM) is the most devastating brain tumor, with associated poor prognosis. Despite advances in surgery and chemoradiation, the survival of afflicted patients has not improved significantly in the past three decades. Immunotherapy has been heralded as a promising approach in treatment of various cancers; however, the immune privileged environment of the brain usually curbs the optimal expected response in central nervous system malignancies. In addition, GBM cells create an immunosuppressive microenvironment and employ various methods to escape immune surveillance. The purpose of this review is to highlight the strategies by which GBM cells evade the host immune system. Further understanding of these strategies and the biology of this tumor will pave the way for developing novel immunotherapeutic approaches for treatment of GBM.