Gastric cancer (GC) is a major world-wide health problem. It is the third leading cause of death from cancer. The treatment of advanced GC by chemotherapy has limited efficacy. The addition of some targeted therapies like trastuzumab and ramucirumab have added a modest benefit, but only in human epidermal growth factor receptor 2 (ERBB2 or HER2)-positive patients and in the second-line setting, respectively. The development of new and effective therapeutic strategies must consider the genetic complexity and heterogeneity of GC; prognostic and predictive biomarkers should be identified for clinical implementation. Immune deregulation has been associated with some GC subtypes, especially those that are associated with virus infection and those with a high mutational rate. Different mechanisms to prevent immunologic escape have been characterized during the last years; in particular the PD-1/PD-L1 inhibitors pembrolizumab, avelumab, durvalumab and atezolizumab have shown early sign of efficacy. Therefore, immunotherapeutic strategies may provide new opportunities for GC patients. This review will discuss (1) the main characteristics of GC treatment, (2) the immune response in GC, and (3) the current status of immune-related strategies in clinical development in GC patients, focusing on immune checkpoints therapies.