Glioblastoma (GBM) is the most common and aggressive malignant glioma, treatment of which has not improved significantly in many years. This is due to the unique challenges that GBM tumors present when designing and implementing therapies. Recently, immunotherapy in the form of immune checkpoint inhibition (ICI) has revolutionized the treatment of various malignancies. The application of immune checkpoint inhibition in GBM treatment has shown promising preclinical results. Unfortunately, this has met with little to no success in the clinic thus far. In this review, we will discuss the challenges presented by GBM tumors that likely limit the effect of ICI and discuss the approaches being tested to overcome these challenges.