The progression of pancreatic cancer (PC) is significantly influenced by the immune system. In the United States, PC is the third leading cause of cancer-related mortality. The high lethality of PC is attributed to its immunological advantage, which is facilitated by an immunosuppressive microenvironment, a low mutational burden, and minimal T-cell infiltration. Although immunotherapies, such as checkpoint blockades or genetically engineered T cells, have not yet demonstrated viability, there is a growing body of evidence suggesting that innovative combinations of conventional therapies and various procedures may lead to effective immunotherapy in the treatment of PC. This review focuses on the importance of the tumor microenvironment and the promising role of immunotherapies in PC.