Immunotherapy has emerged as a highly promising approach in the treatment of epithelial ovarian cancer (EOC). Immune checkpoint blockade (ICB) therapy, PARP inhibitors (PARPis), neoantigen vaccines, and personalized T-cell therapy have been associated with encouraging clinical activity in a small subset of patients. To increase the proportion of patients who are likely to derive benefit, it will be important not only to generate sufficient numbers of antitumor T cells but also to overcome multiple inhibitory networks in the ovarian tumor microenvironment (TME). Therefore, a major direction is to develop biomarkers that would predict responsiveness to different types of immunotherapies and allow treatment selection based on the results. Moreover, such biomarkers would allow rational combination of immunotherapies while minimizing toxicities. In this review, we provide progress on immune therapies and future directions for maximally exploiting immune-based strategies for the treatment of ovarian cancer.