Pancreatic cancer is a major cause of cancer-related death, but despondently, the outlook and prognosis for this resistant type of tumor have remained grim for a long time. Currently, it is extremely challenging to prevent or detect it early enough for effective treatment because patients rarely exhibit symptoms and there are no reliable indicators for detection. Most patients have advanced or spreading cancer that is difficult to treat, and treatments like chemotherapy and radiotherapy can only slightly prolong their life by a few months. Immunotherapy has revolutionized the treatment of pancreatic cancer, yet its effectiveness is limited by the tumor's immunosuppressive and hard-to-reach microenvironment. First, this article explains the immunosuppressive microenvironment of pancreatic cancer and highlights a wide range of immunotherapy options, including therapies involving oncolytic viruses, modified T cells (T-cell receptor [TCR]-engineered and chimeric antigen receptor [CAR] T-cell therapy), CAR natural killer cell therapy, cytokine-induced killer cells, immune checkpoint inhibitors, immunomodulators, cancer vaccines, and strategies targeting myeloid cells in the context of contemporary knowledge and future trends. Lastly, it discusses the main challenges ahead of pancreatic cancer immunotherapy.