Epithelial ovarian cancer (EOC) is a significant cause of cancer-related mortality in women, and there has been no substantial decrease in the death rates due to EOC in the last three decades. Thus, basic knowledge regarding ovarian tumor cell biology is urgently needed to allow the development of innovative treatments for EOC. Traditionally, EOC has not been considered an immunogenic tumor, but there is evidence of an immune response to EOC in patients. Clinical data demonstrate that an antitumor immune response and immune evasion mechanisms are correlated with a better and lower survival, respectively, providing evidence for the immunoediting hypothesis in EOC. This review focuses on the immune response and immune suppression in EOC. The immunological roles of chemotherapy and surgery in EOC are also described. Finally, we detail pilot data supporting the efficiency of immunotherapy in the treatment of EOC and the emerging concept that immunomodulation aimed at counteracting the immunosuppressive microenvironment must be associated with immunotherapy strategies.