Pancreatic cancer is a highly aggressive and lethal cancer characterized by high invasiveness, local and extensive dissemination at time of diagnosis and resistance to treatment. Few therapies have shown efficacy in the past and even standard of care therapies yield only modest improvements in the mortality of patients with advanced or metastatic disease. Efforts have been undertaken to study the pancreatic tumor microenvironment and have established its complex and immunosuppressive nature which could explain the high resistance to chemotherapy. Novel therapies targeting the tumor microenvironment with an aim to decrease this resistance, improve immune tolerance and increase the efficacy of the current treatment have shown some promising preliminary results in preclinical and clinical trials. We review the current advances in the field of immunotherapy and their effectiveness as a potential treatment strategy in the pancreatic cancer.