Despite decades of research, ovarian cancer remains a lethal disease. Recent studies have reported the critical role played by the immune system in controlling growth and spread of ovarian tumors. Accordingly, immunotherapy has been indicated as the most likely successful new approach in the treatment of the disease. Unfortunately, ovarian cancer triggers immune inhibitory mechanisms that hamper anti-tumor responses. Therefore, future immunotherapies should be able to overcome these obstacles. Here we review the basic mechanisms of tumor immune surveillance with a particular focus on ovarian cancer, and we discuss cutting-edge strategies to promote immune system eradication of ovarian tumors.