Glioblastoma multiforme (GBM) is the most frequently occurring primary brain tumor and has a very poor prognosis, with only around 5% of patients surviving for a period of 5 years or more after diagnosis. Despite aggressive multimodal therapy, consisting mostly of a combination of surgery, radiotherapy, and temozolomide chemotherapy, tumors nearly always recur close to the site of resection. For the past 15 years, very little progress has been made with regards to improving patient survival. Although immunotherapy represents an attractive therapy modality due to the promising pre-clinical results observed, many of these potential immunotherapeutic approaches fail during clinical trials, and to date no immunotherapeutic treatments for GBM have been approved. As for many other difficult to treat cancers, GBM combines a lack of immunogenicity with few mutations and a highly immunosuppressive tumor microenvironment (TME). Unfortunately, both tumor and immune cells have been shown to contribute towards this immunosuppressive phenotype. In addition, current therapeutics also exacerbate this immunosuppression which might explain the failure of immunotherapy-based clinical trials in the GBM setting. Understanding how these mechanisms interact with one another, as well as how one can increase the anti-tumor immune response by addressing local immunosuppression will lead to better clinical results for immune-based therapeutics. Improving therapeutic delivery across the blood brain barrier also presents a challenge for immunotherapy and future therapies will need to consider this. This review highlights the immunosuppressive mechanisms employed by GBM cancers and examines potential immunotherapeutic treatments that can overcome these significant immunosuppressive hurdles.