Purpose This study aimed to explore the relationship between the aggressiveness and immune cell infiltration in pituitary adenoma (PA) and provide the basis for immuno-targeting therapies. Methods One hundred three patients with PA who underwent surgery at a single institution were retrospectively identified. The infiltration of macrophages and T-lymphocytes was quantitatively assessed. Results The number of CD68 + macrophages was positively correlated with Knosp (P = 0.003) and MMP-9 expression grades (P = 0.00). The infiltration of CD163 + macrophages differed among Knosp (P = 0.022) and MMP-9 grades (P = 0.04). CD8 + tumor-infiltrating lymphocytes (TILs) were also positively associated with Knosp (P = 0.002) and MMP-9 grades (P = 0.01). Interestingly, MGMT expression was positively correlated with MMP-9 staining extent (P = 0.000). The quantities of CD8 + TILs (P = 0.016), CD68 + macrophages (P = 0.000), and CD163 + macrophages (P = 0.043) were negatively associated with MGMT expression levels. The number of CD68 + macrophages in the PD-L1 negative group was significantly more than that in the PD-L1 positive group (P = 0.01). The rate of PD-L1 positivity was positively correlated with the Ki-67 index (P = 0.046) and p53 expression (P = 0.029). Conclusion Targeted therapy for macrophages and CD8 + TILs could be a helpful treatment in the future for aggressive PA. Temozolomide (TMZ) may have better effects on the treatment of PAs with greater immune cell infiltration. Anti-PD-L1 therapy may better respond to PAs with higher Ki-67 and p53 expression and more infiltrating CD68 + macrophages. Multiple treatment modalities, especially combined immunotherapy, or combination immunotherapy with TMZ, could become a novel therapeutic strategy for aggressive PA.