Renal cell carcinoma (RCC) is the seventh most common cancer in men and the ninth most common cancer in women worldwide. There is plenty of evidence about the role of the immune system in surveillance against tumors. Thanks to a better understanding of immunosurveillance mechanisms, immunotherapy has been introduced as a promising cancer treatment in recent years. Renal cell carcinoma (RCC) has long been thought chemoresistant but highly immunogenic. Considering that up to 30% of the patients present metastatic disease at diagnosis, and around 20–30% of patients undergoing surgery will suffer recurrence, we need to identify novel therapeutic targets. The introduction of immune checkpoint inhibitors (ICIs) in the clinical management of RCC has revolutionized the therapeutic approach against this tumor. Several clinical trials have shown that therapy with ICIs in combination or ICIs and the tyrosine kinase inhibitor has a very good response rate. In this review article we summarize the mechanisms of immunity modulation and immune checkpoints in RCC and discuss the potential therapeutic strategies in renal cancer treatment.