Malignant pleural mesothelioma (MPM) is a rare malignancy of the pleura that is frequently resistant to conventional therapies. Immunotherapy is a promising investigational approach for MPM that has shown some evidence of clinical benefit in select patients. However, tumor-induced immunosuppression is likely a major impediment to achieving optimal clinical responses to immunotherapeutic intervention. MPM contains a variable degree of infiltrating T-regulatory cells and M2 macrophages, which are believed to facilitate tumor evasion from the host immune system. Additional immunosuppressive factors identified in other human tumor types, such as tumor-associated programmed death ligand-1 expression, may be relevant for investigation in MPM. Conventional cytoreductive therapies, such as radiation, chemotherapy, and surgery, may play a critical role in successful immunotherapeutic strategies by ablating intratumoral and/or systemic immunosuppressive factors, thus creating a host environment more amenable to immunotherapy. This article reviews the immunotherapeutic approaches being evaluated in patients with MPM and discusses how immunotherapy might be rationally combined with conventional tumor cytoreductive therapies for this disease.