Despite advancements in the treatment of glioblastoma, it faces challenges due to tumor heterogeneity, the blood‐brain barrier, recurrence, immune evasion, and conventional strategies, leading to low survival and a poor prognosis. Therefore, it is crucial to develop novel, useful treatment strategies for improving brain distribution to overcome blood‐brain barriers (BBB) and help the treatment of glioblastoma. Conventional immunotherapy like checkpoint inhibitors, CAR‐T cell therapy, monoclonal antibodies, cancer vaccines, and adoptive cell transfer often suffers from low therapeutic outcomes because the singular therapy generally has shortcomings, such as the cold immune microenvironment of brain tumors. In contrast, the emerging combinatory immunotherapy integrated with chemo‐immunotherapy, photothermal‐immunotherapy, and radio‐immunotherapy has shown great promise to modulate tumoral immune microenvironment and boost treatment outcomes. This review discusses the immune microenvironment of GBM, its impact on immunological effects, current immunotherapy methods, and advanced studies. It also introduces combinational GBM immunotherapy with traditional cancer therapies like chemo‐immunotherapy, surgery‐immunotherapy, photothermal‐immunotherapy, and radiotherapy‐immunotherapy. In the future, it is anticipated that this article will provide beneficial information and a path for the strategy of innovative, efficient combination immunotherapy in the treatment of glioblastoma.