Vulvar cancer (VC) is a rare neoplasm, usually arising in postmenopausal women, although human papilloma virus (HPV)-associated VC usually develop in younger women. Incidences of VCs are rising in many countries. Surgery is the cornerstone of early-stage VC management, whereas therapies for advanced VC are multimodal and not standardized, combining chemotherapy and radiotherapy to avoid exenterative surgery. Randomized controlled trials (RCTs) are scarce due to the rarity of the disease and prognosis has not improved. Hence, new therapies are needed to improve the outcomes of these patients. In recent years, improved knowledge regarding the crosstalk between neoplastic and tumor cells has allowed researchers to develop a novel therapeutic approach exploiting these molecular interactions. Both the innate and adaptive immune systems play a key role in anti-tumor immunesurveillance. Immune checkpoint inhibitors (ICIs) have demonstrated efficacy in multiple tumor types, improving survival rates and disease outcomes. In some gynecologic cancers (e.g., cervical cancer), many studies are showing promising results and a growing interest is emerging about the potential use of ICIs in VC. The aim of this manuscript is to summarize the latest developments in the field of VC immunoncology, to present the role of state-of-the-art ICIs in VC management and to discuss new potential immunotherapeutic approaches.