The biology of solid tumors is strongly determined by the interactions of cancer cells with their surrounding microenvironment. In this regard, pancreatic cancer (pancreatic ductal adenocarcinoma, PDAC) represents a paradigmatic example for the multitude of possible tumor–stroma interactions. PDAC has proven particularly refractory to novel immunotherapies, which is a fact that is mediated by a unique assemblage of various immune cells creating a strongly immunosuppressive environment in which this cancer type thrives. In this review, we outline currently available knowledge on the cross-talk between tumor cells and the cellular immune microenvironment, highlighting the physiological and pathological cellular interactions, as well as the resulting therapeutic approaches derived thereof. Hopefully a better understanding of the complex tumor–stroma interactions will one day lead to a significant advancement in patient care.