Immune system plays a key role in cancer prevention as well as in its initiation and progression. During multistep development of tumors, cells must acquire the capability to evade immune destruction. Both and studies showed that thyroid tumor cells can avoid immune response by promoting an immunosuppressive microenvironment. The recruitment of immunosuppressive cells such as TAMs (tumor-associated macrophages), TAMCs (tumor-associated mast cells), MDSC (myeloid-derived suppressor cells), TANs (tumor-associated neutrophils) and Tregs (regulatory T cells) and/or the expression of negative immune checkpoints, like PD-L1 (programmed death-ligand 1), CTLA-4 (cytotoxic T-lymphocyte associated protein 4), and/or immunosuppressive enzymes, as IDO1 (indoleamine 2,3-dioxygenase 1), are just some of the mechanisms that thyroid cancer cells exploit to escape immune destruction. Some authors systematically characterized immune cell populations and soluble mediators (chemokines, cytokines, and angiogenic factors) that constitute thyroid cancer microenvironment. Their purpose was to verify immune system involvement in cancer growth and progression, highlighting the differences in immune infiltrate among tumor histotypes. More recently, some authors have provided a more comprehensive view of the relationships between tumor and immune system involved in thyroid carcinogenesis. The Cancer Genome Atlas (TCGA) delivered a large amount of data that allowed to combine information on the inflammatory microenvironment with gene expression data, genetic and clinical-pathological characteristics, and differentiation degree of papillary thyroid carcinoma (PTC). Moreover, using a new sensitive and highly multiplex analysis, the NanoString Technology, it was possible to divide thyroid tumors in two main clusters based on expression of immune-related genes. Starting from these results, the authors performed an immune phenotype analysis that allowed to classify thyroid cancers in hot, cold, or intermediate depending on immune infiltration patterns of the tumor microenvironment. The aim of this review is to provide a comprehensive and updated view of the knowledge on immune landscape of thyroid tumors. Understanding interactions between tumor and microenvironment is crucial to effectively direct immunotherapeutic approaches in the treatment of thyroid cancer, particularly for those not responsive to conventional therapies.