Glioblastoma (GBM) is inevitably refractory to surgery and chemoradiation. The hope for immunotherapy has yet to be realised in the treatment of GBM. Immune checkpoint blockade antibodies, particularly those targeting the Programme death 1 (PD-1)/PD-1 ligand (PD-L1) pathway, have improved the prognosis in a range of cancers. However, its use in combination with chemoradiation or as monotherapy has proved unsuccessful in treating GBM. This review focuses on our current knowledge of barriers to immunotherapy success in treating GBM, such as diminished pre-existing anti-tumour immunity represented by low levels of expression, low tumour mutational burden and a severely exhausted T-cell tumour infiltrate. Likewise, systemic T-cell immunosuppression is seen driven by tumoural factors and corticosteroid use. Furthermore, unique anatomical differences with primary intracranial tumours such as the blood-brain barrier, the type of antigen-presenting cells and lymphatic drainage contribute to differences in treatment success compared to extracranial tumours. There are, however, shared characteristics with those known in other tumours such as the immunosuppressive tumour microenvironment. We conclude with a summary of ongoing and future immune combination strategies in GBM, which are representative of the next wave in immuno-oncology therapeutics.