Background: Ovarian cancer (OC) represents the eighth most common cancer and the fifth leading cause of cancer-related deaths among the female population. In the advanced setting, chemotherapy represents the first-choice treatment, despite a high recurrence rate. In the last ten years, immunotherapy based on immune checkpoint inhibitors (ICIs) has profoundly modified the therapeutic scenario of many solid tumors. We sought to summarize the main findings regarding the clinical use of ICIs in the OC. Methods: We searched the PubMed, Embase, and Cochrane Databases, and conference abstracts from international congresses (such as ASCO, ESMO, SGO) for clinical trials, focusing on ICIs both as monotherapy and as combinations in the advanced OC. Results: 20 studies were selected, of which 16 were phase I or II and 4 phase III trials. ICIs targeting PD1 (nivolumab, pembrolizumab), PD-L1 (avelumab, atezolizumab, durvalumab), and CTLA4 (ipilimumab, tremelimumab) were employed. No significant survival improvement was achieved; conversely, early terminations due to futility or toxicity were recorded. Combinations with chemotherapy, anti-VEGF, and, overall, PARP-inhibitors seem feasible and enhance the response rate and survival, notwithstanding a worse safety profile. Conclusions: The identification of biomarkers with a predictive role for ICIs’ efficacy is mandatory. Moreover, genomic and immune profiling of the OC might lead to an improved treatments selection and design of tailored trials.