Glioblastoma, the most common primary brain cancer in adults, is characterized by a poor prognosis and resistance to standard treatments. The advent of immunotherapy has revolutionized the treatment of several cancers in recent years but has failed to demonstrate benefit in patients with glioblastoma. Understanding the mechanisms by which glioblastoma exerts tumor-mediated immune suppression in both the tumor microenvironment and the systemic immune landscape is a critical step towards developing effective immunotherapeutic strategies. In this review, we discuss the current understanding of immune escape mechanisms in glioblastoma that compromise the efficacy of immunotherapies, with an emphasis on immune checkpoint inhibitors and chimeric antigen receptor T-cell therapy. In parallel, we review data from preclinical studies that have identified additional therapeutic targets that may enhance overall treatment efficacy in glioblastoma when administered alongside existing immunotherapies.