Epithelial ovarian cancer (EOC) is one important cause of gynecologic cancer-related death. Currently, the mainstay of ovarian cancer treatment consists of cytoreductive surgery and platinum-based chemotherapy (introduced 30 years ago) but, as the disease is usually diagnosed at an advanced stage, its prognosis remains very poor. Clearly, there is a critical need for new treatment options, and immunotherapy is one attractive alternative. Prophylactic vaccines for prevention of infectious diseases have led to major achievements, yet therapeutic cancer vaccines have shown consistently low efficacy in the past. However, as they are associated with minimal side effects or invasive procedures, efforts directed to improve their efficacy are being deployed, with Dendritic Cell (DC) vaccination strategies standing as one of the more promising options. On the other hand, recent advances in our understanding of immunological mechanisms have led to the development of successful strategies for the treatment of different cancers, such as immune checkpoint blockade strategies. Combining these strategies with DC vaccination approaches and introducing novel combinatorial designs must also be considered and evaluated. In this review, we will analyze past vaccination methods used in ovarian cancer, and we will provide different suggestions aiming to improve their efficacy in future trials.