Pancreatic ductal adenocarcinoma is associated with a poor prognosis and there are few treatment options. The development of immunotherapy in pancreatic ductal adenocarcinoma has been difficult, and immune checkpoint inhibitors are only effective in a very small subset of patients. Most obstacles for treatment have been related to intertumoural and intratumoural heterogeneity, the composition of tumour stroma, and crosstalk with cancer cells. Improved molecular characterisation of pancreatic ductal adenocarcinoma and a better understanding of its microenvironment have paved the way for novel immunotherapy strategies, including the identification of predictive biomarkers, the development of rational combinations to optimise effectiveness, and the targeting of new mechanisms. Future immunotherapy strategies should consider individual characteristics to move beyond the traditional immune targets and circumvent the resistance to therapies that have been developed so far.