Despite the fact that the incidence of gastric cancer has declined over the last decade, it is still the world’s leading cause of cancer-related death. The diagnosis of early gastric cancer is difficult, as symptoms of this cancer only manifest at a late stage of cancer progression. Thus, the prognosis of gastric cancer is poor, and the current treatment for improving patients’ outcomes involves the application of surgery and chemotherapy. Immunotherapy is one of the most recent therapies for gastric cancer, whereby the immune system of the host is programmed to combat cancer cells, and the therapy differs based upon the patient’s immune system. However, an understanding of the role of immune cells, namely the cell-mediated immune response and the humoral immune response, is pertinent for applications of immunotherapy. The roles of immune cells in the prognosis of gastric cancer have yielded conflicting results. This review discusses the roles of immune cells in gastric cancer pathogenesis, specifically, T cells, B cells, macrophages, natural killer cells, and dendritic cells, as well as the evidence presented thus far. Understanding how cancer cells interact with immune cells is of paramount importance in designing treatment options for gastric cancer immunotherapy.