Hepatocellular carcinoma (HCC) is a cancer with a high mortality rate due to the fact that the diagnosis usually occurs at anadvanced stage. Even in case of curative surgical treatment, recurrence is common. Sorafenib and regorafenib are the only therapeutic agents that have been demonstrated to be effective in advanced HCC, thus novel curative approaches are urgently needed. Recent studies focus on the role of immune system in HCC. In fact, the unique immune response in the liver favors tolerance, which can represent a real challenge for conventional immunotherapy in these patients. Spontaneous immune responses against tumor antigens have been detected, and new immune therapies are under investigation: dendritic cell vaccination, immune-modulator strategy, and immune checkpoint inhibition. In recent years different clinical trials examining the use of immunotherapy to treat HCC have been conducted with initial promising results. This review article will summarize the literature data concerning the potential immunotherapeutic approaches in HCC patients.