Cervical high-grade squamous intraepithelial lesions (cHSILs) develop as a result of a persistent high-risk human papilloma virus (hrHPV) infection. The natural course of cHSIL is hard to predict, depending on a multitude of viral, clinical, and immunological factors. Local immunity is pivotal in the pathogenesis, spontaneous regression, and progression of cervical dysplasia; however, the underlying mechanisms are unknown. The aim of this review is to outline the changes in the immune microenvironment in spontaneous regression, persistence, and responses to (immuno)therapy. In lesion persistence and progression, the immune microenvironment of cHSIL is characterized by a lack of intraepithelial CD3+, CD4+, and CD8+ T cell infiltrates and Langerhans cells compared to the normal epithelium and by an increased number of CD25+FoxP3+ regulatory T cells (Tregs) and CD163+ M2 macrophages. Spontaneous regression is characterized by low numbers of Tregs, more intraepithelial CD8+ T cells, and a high CD4+/CD25+ T cell ratio. A 'hot' immune microenvironment appears to be essential for spontaneous regression of cHSIL. Moreover, immunotherapy, such as imiquimod and therapeutic HPV vaccination, may enhance a preexisting pro-inflammatory immune environment contributing to lesion regression. The preexisting immune composition may reflect the potential for lesion regression, leading to a possible immune biomarker for immunotherapy in cHSILs.