Uveal melanoma (UM) is the most common primary intraocular malignancy in adults. Conventional methods of UM treatment are based on chemotherapy and radiotherapy, which have been able to control tumor growth in a limited way. But due to the inadequacy and many side effects of these treatments, many UM patients die during treatment, and approximately 50% of patients develop metastasis. Meanwhile, the 2-year survival rate of these patients from the time of metastasis is 8%. Since immunotherapy has the potential to be the most specific and efficient method in the treatment of tumors, it is considered an attractive and promising research field in the treatment of UM. This review highlights recent advances in UM immunotherapy and provides new immunological approaches on how to overcome the challenges of UM immunotherapy.