This comprehensive review delves into various immunotherapeutic approaches for the management of actinic keratoses (AKs), precancerous skin lesions associated with UV exposure. Although there are treatments whose main mechanism of action is immune modulation, such as imiquimod or diclofenac, other treatments, apart from their main effect on dysplastic cells, exert some immunological action, which in the end contributes to their efficacy. While treatments like 5-fluorouracil, imiquimod, photodynamic therapy, and nicotinamide are promising in the management of AKs, especially in immunocompetent individuals, their efficacy is somewhat reduced in solid organ transplant recipients due to immunosuppression. The analysis extends to optimal combination, focusing on cryoimmunotherapy as the most relevant. New immunotherapies include resimiquimod, ingenol disoxate, N-phosphonacetyl-L-aspartate (PALA), or anti-PD1 that have shown promising results, although more studies are needed in order to standardize their use.