Glioblastoma is the most aggressive and most common primary brain tumor in adults, with a very poor prognosis, due to limited therapeutic efficacy of available treatments. The promising data deriving from the use of immune checkpoint inhibitors (ICI) in other cancers have prompted evaluation of its efficacy and possible use in patients with glioblastoma. In this review, we analyzed the available data about these drugs in glioblastoma. Although data are not yet mature and preliminary studies do not show a clear-cut benefit, we are far from excluding the concrete possibility of using ICI as potential treatment in patients with glioblastoma. Moreover, many molecular and immunological aspects of this approach have yet to be clarified. For this reason, it is essential to identify potential predictive biomarkers for the selection of patients who will benefit most from treatment with ICI. Additional effort is needed to better understand the mechanisms that will allow us to establish whether ICI have a place in the treatment of patients with glioblastoma.