Epithelial ovarian cancer (EOC) ranks as the second most common cause of gynecologic cancer death. The conventional treatment for patients with EOC is postoperative therapy along with platinum chemotherapy. However, a more efficient treatment regimen is of great need for these patients diagnosed with advanced disease (FIGO stages III-IV), whose survival is approximately 29%. Immunotherapy seems to be an encouraging therapeutic strategy for EOC. Given the crucial role in the complicated interactions between tumor cells and other cells, the tumor microenvironment (TME) influences the response to immunotherapy. In this review, we discuss feasible strategies for EOC immunotherapy by exploiting the reciprocity of cancer cells and the constituents of the TME.