Pancreatic cancer (PC) is one of the most commonly diagnosed and deadliest neoplasms in the modern world. Over the past few years, the incidence of PC has risen with only a slight improvement in overall survival. Moreover, the improvement in survival is primarily driven by diagnoses in the localized stage of the disease, rather than by new treatment methods. The inflammatory process is a key mediator of PC development, yet PC is also one of the most immune-resistant tumors. Patients rarely benefit from monotherapy with immune checkpoint inhibitors; nevertheless, the latest biological findings on the complexity of the pancreatic tumor microenvironment might be translated into designing new clinical studies that combine various approaches to overcome single-agent immunotherapy resistance. On the other hand, focusing on inflammation may lead to the development of new inflammation-based prognostic markers for patients. This review aims to describe the current state of knowledge regarding the complex relationships between systemic and local inflammation, immune response, immunosuppression, and therapeutic options in PC.