Cancer immunotherapy by immune checkpoint blockade has proven its great potential by saving the lives of a proportion of late stage patients with immunogenic tumor types. However, even in these sensitive tumor types, the majority of patients do not sufficiently respond to the therapy. Furthermore, other tumor types, including glioblastoma, remain largely refractory. The glioblastoma immune microenvironment is recognized as highly immunosuppressive, posing a major hurdle for inducing immune-mediated destruction of cancer cells. Scattered information is available about the presence and activity of immunosuppressive or immunostimulatory cell types in glioblastoma tumors, including tumor-associated macrophages, tumor-infiltrating dendritic cells and regulatory T cells. These cell types are heterogeneous at the level of ontogeny, spatial distribution and functionality within the tumor immune compartment, providing insight in the complex cellular and molecular interplay that determines the immune refractory state in glioblastoma. This knowledge may also yield next generation molecular targets for therapeutic intervention.