Parkinson's disease (PD) is a neurodegenerative disease characterized by the degeneration of dopaminergic neurons in the substantia nigra (SN); the etiology and pathological mechanism of the disease are still unclear. Recent studies have shown that the activation of a neuroimmune response plays a key role in the development of PD. Alpha-synuclein (α-Syn), the primary pathological marker of PD, can gather in the SN and trigger a neuroinflammatory response by activating microglia which can further activate the dopaminergic neuron's neuroimmune response mediated by reactive T cells through antigen presentation. It has been shown that adaptive immunity and antigen presentation processes are involved in the process of PD and further research on the neuroimmune response mechanism may open new methods for its prevention and therapy. While current therapeutic regimens are still focused on controlling clinical symptoms, applications such as immunoregulatory strategies can delay the symptoms and the process of neurodegeneration. In this review, we summarized the progression of the neuroimmune response in PD based on recent studies and focused on the use of mesenchymal stem cell (MSC) therapy and challenges as a strategy of disease-modifying therapy with multiple targets.