Even though cervical cancer is partly preventable, it still poses a great public health problem throughout the world. Current therapies have vastly improved the clinical outcomes of cervical cancer patients, but progress in new systemic treatment modalities has been slow in the last years. Especially for patients with advanced disease this is discouraging, as their prognosis remains very poor. The pathogen-induced nature, the considerable mutational load, the involvement of genes regulating the immune response, and the high grade of immune infiltration, suggest that immunotherapy might be a promising strategy to treat cervical cancer. In this literature review, we focus on the use of PD-1 blocking therapy in cervical cancer, pembrolizumab in particular, as it is the only approved immunotherapy for this disease. We discuss why it has great clinical potential, how it opens doors for personalized treatment in cervical cancer, and which trials are aiming to expand its clinical use.