Traditional oncological interventions have failed to improve survival for pancreatic cancer patients significantly. Novel treatment modalities able to release cancer-specific antigens, render immunologically “cold” pancreatic tumours “hot” and disrupt or reprogram the pancreatic tumour microenvironment are thus urgently needed. Therapeutic focused ultrasound exerts thermal and mechanical effects on tissue, killing cancer cells and inducing an anti-cancer immune response. The most important advances in therapeutic focused ultrasound use for initiation and augmentation of the cancer immunity cycle against pancreatic cancer are described. We provide a comprehensive review of the use of therapeutic focused ultrasound for the treatment of pancreatic cancer patients and describe recent studies that have shown an ultrasound-induced anti-cancer immune response in several tumour models. Published studies that have investigated the immunological effects of therapeutic focused ultrasound in pancreatic cancer are described. This article shows that therapeutic focused ultrasound has been deemed to be a safe technique for treating pancreatic cancer patients, providing pain relief and improving survival rates in pancreatic cancer patients. Promotion of an immune response in the clinic and sensitisation of tumours to the effects of immunotherapy in preclinical models of pancreatic cancer is shown, making it a promising candidate for use in the clinic.