Epithelial ovarian cancer (EOC) is the most lethal gynecologic cancer. The disease is often diagnosed after wide-spread dissemination, and the standard treatment combines aggressive surgery with platinum-based chemotherapy; however, most patients experience relapse in the form of peritoneal carcinomatosis, resulting in a 5-year mortality below 45%. There is clearly a need for the development of novel treatments and cancer immunotherapies offering a different approach. Immunotherapies have demonstrated their efficacy in many types of cancers; however, only <15% of EOC patients show any evidence of response. One of the main barriers behind the poor therapeutic outcome is the reduced expression of Major Histocompatibility Complexes class I (MHC I) which occurs in approximately 60% of EOC cases. This review aims to gather and enhance our current understanding of EOC, focusing on its distinct cancer characteristics related to MHC I expression, immunogenicity, antigen presentation, epithelial-to-mesenchymal transition, and various ongoing immunotherapeutic strategies designed to stimulate antitumor immunity.