The encouraging results in immunotherapy for melanoma also led the way for translational and clinical research about immune-related mechanisms possibly relevant for gastrointestinal tumours. It is in fact now evident that the immune checkpoint modulation and in particular cell-mediated immune-response through programmed cell death-1 (PD-1) and the cytotoxic T-lymphocyte antigen-4 (CTLA4) receptors along with the regulatory T cells activity all have a relevant role in gastrointestinal cancers as well. This review aims to explore the state of the art of immunotherapy for gastrointestinal tumours, deepening recent scientific evidence regarding anti PD-1/PDL-1 and anti CTLA4 monoclonal antibodies, peptide based vaccine, DNA based vaccine, and pulsed dendritic cells, either alone or in combination with other antineoplastic medical therapy and locoregional treatments. Considering the non-negligible toxicity profile deriving from such a treatment approach, predictive biomarkers of response to immunotherapy in gastrointestinal cancer are also urgently needed in order to better select the patients' group with the highest likelihood of benefit.