Mesothelioma is a rare thoracic malignancy with a dismal prognosis. Current treatment options are scarce and clinical outcomes are rather disappointing. Due to the immunogenic nature of mesothelioma, several studies have investigated immunotherapeutic strategies to improve the prognosis of patients with mesothelioma. In the last decade, progress in knowledge of the modulation of the immune system to attack the tumor has been remarkable, but the optimal strategy for immunotherapy has yet to be unraveled. Because of their potent antigen-presenting capacity, dendritic cells are acknowledged as a promising agent in immunotherapeutic approaches in a number of malignancies. This review gives an update and provides a future perspective in which immunotherapy may improve the outcome of mesothelioma therapy.