Malignant pleural mesothelioma (MPM) is a rare and aggressive malignant disease affecting the mesothelium, commonly associated to asbestos exposure. The current therapeutic actions, based on cisplatin/pemetrexed treatment, are limited due to the late stage at which most patients are diagnosed and to the intrinsic chemo-resistance of the tumor. Another relevant point is the absence of approved therapies in the second line setting following progression of MPM after chemotherapy. Considering the poor prognosis of the disease and the fact that the incidence of this tumor is expected to increase in the next decade, novel therapeutic approaches are urgently needed. In the last few years, several studies have investigated the efficacy and safety of immune-checkpoint inhibitors (ICIs) in the treatment of unresectable advanced MPM, and a number of trials with immunotherapeutic agents are ongoing in both first line and second line settings. In this review, we describe the most promising emerging immunotherapy treatments for MPM (ICIs, engineered T cells to express chimeric antigen receptors (CARs), dendritic cells (DCs) vaccines), focusing on the biological and immunological features of this tumor as well as on the issues surrounding clinical trial design.