Adeno-associated viruses (AAVs) are being increasingly used as gene therapy vectors in clinical studies especially targeting central nervous system (CNS) disorders. Correspondingly, host immune responses to the AAV capsid or the transgene-encoded protein have been observed in various clinical and preclinical studies. Such immune responses may adversely impact patients' health, prevent viral transduction, prevent repeated dosing strategies, eliminate transduced cells, and pose a significant barrier to the potential effectiveness of AAV gene therapy. Consequently, multiple immunomodulatory strategies have been used in attempts to limit immune-mediated responses to the vector, enable readministration of AAV gene therapy, prevent end-organ toxicity, and increase the duration of transgene-encoded protein expression. Herein we review the innate and adaptive immune responses that may occur during CNS-targeted AAV gene therapy as well as host- and treatment-specific factors that could impact the immune response. We also summarize the available preclinical and clinical data on immune responses specifically to CNS-targeted AAV gene therapy and discuss potential strategies for incorporating prophylactic immunosuppression regimens to circumvent adverse immune responses.