Most pituitary adenomas (PAs) are considered benign tumors, but approximately 0.2% can present metastasis and are classified as pituitary carcinomas (PCs). Refractory PAs lie between benign adenomas and true malignant PC and are defined as aggressive-invasive PAs characterized by a high Ki-67 index, rapid growth, frequent recurrence, and resistance to conventional treatments, including temozolomide. It is notoriously difficult to manage refractory PAs and PC because of the limited therapeutic options. As a promising therapeutic approach, cancer immunotherapy has been experimentally used for the treatment of many tumors, including pituitary tumors. The purpose of this review is to report the progress of immunotherapy in pituitary tumors, including refractory PAs and PCs. The tumor immune microenvironment has been recognized as a key contributor to tumorigenesis, progression, and prognosis. One study indicated that the number of CD68+ macrophages was positively correlated with tumor size and Knosp classification grade for tumor invasiveness. The infiltration of CD4+ and CD8+ T cells was relatively scant in these adenomas, but pituitary growth hormone (GH) adenomas exhibited significantly more CD4+ and CD8+ T cells than non-GH adenomas. These results suggest an association of CD68+ macrophage infiltration with an increase in pituitary tumor size and invasiveness. Another study suggested that a lower number of CD8+ lymphocytes is associated with cavernous sinus invasion and resistance to treatment with first-generation somatostatin analogs in acromegaly patients, highlighting a potential role of the tumor immune microenvironment in determining the prognosis of somatotroph pituitary tumors. Preclinical studies have indicated that widely varying degrees of programmed death-ligand 1 (PD-L1) expression and tumor-infiltrating lymphocytes (TILs) are found among different subtypes. Functional PAs and aggressive PAs express significantly higher levels of PD-L1 and TILs than other subtypes, indicating that PD-1 blockade might be a promising alternative therapy for patients with aggressive PAs. PD-L1 transcript and protein levels were found to be significantly increased in functioning (GH and prolactin-expressing) pituitary tumors compared to nonfunctioning (null cell and silent gonadotroph) adenomas. Moreover, primary pituitary tumors harbored higher levels of PD-L1 mRNA than recurrent tumors. These findings suggest the possibility of considering checkpoint blockade immunotherapy for functioning pituitary tumors refractory to conventional management. Animal models of Cushing's disease also demonstrated PD-L1 and TIL expression in cultured tumors and murine models, as well as the effectiveness of checkpoint blockade therapy in reducing the tumor mass, decreasing hormone secretion, and increasing the survival rate. Clinical studies show that immunotherapy may be an effective treatment in patients with pituitary tumors. One corticotroph carcinoma patient showed a significant reduction in hormone levels and shrinkage of the tumor size of primary and metastatic lesions immediately after investigational treatment with ipilimumab and nivolumab. However, another patient with corticotroph adenoma progressed rapidly after four cycles of anti-PD-1 (pembrolizumab) treatment. To date, there are two registered clinical trials of immunotherapy for pituitary tumors. One of them is the phase II clinical trial of nivolumab combined with ipilimumab for patients with aggressive pituitary tumors (NCT04042753). The other one is also a phase II clinical trial of the combination of nivolumab and ipilimumab for rare tumors, including pituitary tumors (NCT02834013). Both clinical trials are in the stage of recruiting patients and have not been completed. In summary, the results from preclinical research and clinical studies indicated that immunotherapy might be a promising alternative therapy for PCs and refractory PAs resistant to conventional treatments. The combination of immunotherapy and radiotherapy or temozolomide may have synergistic effects compared to a single treatment. More preclinical and clinical studies are needed to further indicate the exact efficacy of immunotherapy in pituitary tumors.