Cervical cancer is caused by Human papillomavirus (HPV) in virtually all cases. These HPV-induced cancers express the viral oncogenes E6 and E7 and are therefore potentially recognized by the immune system. Despite the abundant presence of these foreign antigens, the immune system is unable to cope with the tumor. Due to the constant immunological pressure, cervical cancers can evolve different immune evasion strategies, which will be described in the current review. Several approaches for immunotherapy of cervical cancer are currently under development, which aim at inducing strong HPV-specific immunity. Besides the reinforcement of potent anti-tumor immune responses, immunotherapy could also enhance HPV-specific T regulatory cells. Supplementary strategies that neutralize an immunosuppressive milieu may have great potential. These strategies are discussed as well.