Pancreatic ductal adenocarcinoma (PDAC) is an aggressive disease with high mortality. The vast majority of patients present with unresectable, advanced stage disease, for whom standard of care chemo(radio)therapy may improve survival by several months. Immunotherapy has led to a fundamental shift in the treatment of several advanced cancers. However, its efficacy in PDAC in terms of clinical benefit is limited, possibly owing to the immunosuppressive, inaccessible tumor microenvironment. Still, various immunotherapies have demonstrated the capacity to initiate local and systemic immune responses, suggesting an immune potentiating effect. In this review, we address PDAC’s immunosuppressive tumor microenvironment and immune evasion methods and discuss a wide range of immunotherapies, including immunomodulators (i.e., immune checkpoint inhibitors, immune stimulatory agonists, cytokines and adjuvants), oncolytic viruses, adoptive cell therapies (i.e., T cells and natural killer cells) and cancer vaccines. We provide a general introduction to their working mechanism as well as evidence of their clinical efficacy and immune potentiating abilities in PDAC. The key to successful implementation of immunotherapy in this disease may rely on exploitation of synergistic effects between treatment combinations. Accordingly, future treatment approaches should aim to incorporate diverse and novel immunotherapeutic strategies coupled with cytotoxic drugs and/or local ablative treatment, targeting a wide array of tumor-induced immune escape mechanisms.