Although significant therapeutic improvement has been achieved in the last 10 years, the survival of metastatic colorectal cancer patients remains in a range of 28 to 30 months. Presently, systemic treatment includes combination chemotherapy with oxaliplatin and/or irinotecan together with a backbone of 5-fluorouracil/levofolinate, alone or in combination with monoclonal antibodies to VEGFA (bevacizumab) or EGF receptor (cetuximab and panitumumab). The recent rise of immune checkpoint inhibitors in the therapeutic scenario has renewed scientific interest in the investigation of immunotherapy in metastatic colorectal cancer patients. According to our experience and view, here, we review the immunological strategies investigated for the treatment of this disease, including the use of tumor target-specific cancer vaccines, chemo-immunotherapy and immune checkpoint inhibitors.