Focused ultrasound (FUS) combined with intravascularly circulating microbubbles can transiently increase the permeability of the blood-brain barrier (BBB) to enable targeted therapeutic delivery to the brain, the clinical testing of which is currently underway in both adult and pediatric patients. Aside from traditional cancer drugs, this technique is being extended to promote the delivery of immunomodulating therapeutics to the brain, including antibodies, immune cells, and cytokines. In this manner, FUS approaches are being explored as a tool to improve and amplify the effectiveness of immunotherapy for both primary and metastatic brain cancer, a particularly challenging solid tumor to treat. Here, we present an overview of the latest groundbreaking research in FUS-assisted delivery of immunomodulating agents to the brain in pre-clinical models of brain cancer, and place it within the context of the current immunotherapy approaches. We follow this up with a discussion on new developments and emerging strategies for this rapidly evolving approach.