Medulloblastoma (MB), a primary tumor of the central nervous system, is among the most prevalent pediatric neoplasms. The median age of diagnosis is six. Conventional therapies include surgical resection of the tumor with subsequent radiation and chemotherapy. However, these therapies often cause severe brain damage, and still, approximately 75% of pediatric patients relapse within a few years. Because the conventional therapies cause such severe damage, especially in the pediatric developing brain, there is an urgent need for better treatment strategies such as immunotherapy, which over the years has gained accumulating interest. Cancer immunotherapy aims to enhance the body's own immune response to tumors and is already widely used in the clinic, e.g., in the treatment of melanoma and lung cancer. However, little is known about the possible application of immunotherapy in brain cancer. In this review, we will provide an overview of the current consensus on MB classification and the state of in vitro, in vivo, and clinical research concerning immunotherapy in MB. Based on existing evidence, we will especially focus on immune checkpoint inhibition and CAR T-cell therapy. Additionally, we will discuss challenges associated with these immunotherapies and relevant strategies to overcome those.