Malignant glioma is the most common and a highly aggressive cancer in the central nervous system (CNS). Cancer immunotherapy, strategies to boost the bodys anti-cancer immune responses instead of directly targeting tumor cells, recently achieved great success in treating several human solid tumors. Although once considered immune privileged and devoid of normal immunological functions, CNS is now considered a promising target for cancer immunotherapy, featuring the recent progresses in neurobiology and neuroimmunology and a highly immunosuppressive state in malignant glioma. In this review, we focus on immune checkpoint inhibitors, specifically, antagonizing monoclonal antibodies for programmed cell death protein-1 (PD-1), cytotoxic T-lymphocyte-associated antigen-4 (CTLA-4), and indoleamine 2,3-dioxygenase (IDO). We discuss advances in the working mechanisms of these immune checkpoint molecules, their status in malignant glioma, and current preclinical and clinical trials targeting these molecules in malignant glioma.