Leukaemia is the common name for a group of malignant diseases of the haematopoietic system with complex classifications and characteristics. Remarkable progress has been made in basic research and preclinical studies for acute leukaemia compared to that of the many other types/subtypes of leukaemia, especially the exploration of the biological basis and application of immunotherapy in acute myeloid leukaemia (AML) and B-cell acute lymphoblastic leukaemia (B-ALL). In this review, we summarize the basic approaches to immunotherapy for leukaemia and focus on the research progress made in immunotherapy development for AML and ALL. Importantly, despite the advances made to date, big challenges still exist in the effectiveness of leukaemia immunotherapy, especially in AML. Therefore, we use AML as an example and summarize the mechanisms of tumour cell immune evasion, describe recently reported data and known therapeutic targets, and discuss the obstacles in finding suitable treatment targets and the results obtained in recent clinical trials for several types of single and combination immunotherapies, such as bispecific antibodies, cell therapies (CAR-T-cell treatment), and checkpoint blockade. Finally, we summarize novel immunotherapy strategies for treating lymphocytic leukaemia and clinical trial results.