Soft tissue sarcomas (STSs) are rare mesenchymal tumors. With more than 80 histological subtypes of STSs, data regarding novel biomarkers of strong prognostic and therapeutic value are very limited. To date, the most important prognostic factor is the tumor grade, and approximately 50% of patients that are diagnosed with high-grade STSs die of metastatic disease within five years. Systemic chemotherapy represents the mainstay of metastatic STSs treatment for decades but induces response in only 15–35% of the patients, irrespective of the histological subtype. In the era of immunotherapy, deciphering the immune cell signatures within the STSs tumors may discriminate immunotherapy responders from non-responders and different immunotherapeutic approaches could be combined based on the predominant cell subpopulations infiltrating the STS tumors. Furthermore, understanding the immune diversity of the STS tumor microenvironment (TME) in different histological subtypes may provide a rationale for stratifying patients according to the TME immune parameters. In this review, we introduce the most important immune cell types infiltrating the STSs tumors and discuss different immunotherapies, as well as promising clinical trials, that would target these immune cells to enhance the antitumor immune responses and improve the prognosis of metastatic STSs patients.