Primary ocular cancers are not frequent. These include uveal melanoma, a rare subtype of melanoma, which is the most frequent intraocular tumors in adults with a poor prognosis upon metastasis, and retinoblastoma, a pediatric cancer of the retina. Furthermore, conjunctival melanoma, a pigmented lesion of the ocular surface, which is rare but potentially deadly, and ocular adnexal lymphoma are among the other ocular malignancies. Early diagnosis and effective management of ocular malignancies are of great importance, as these tumors pose a threat to patients’ lives and vision. The application of conventional therapies, such as surgery, radiotherapy, and chemotherapy, although effective as the first-line treatment, has been reported to be correlated with poor metastasis control, especially in the case of uveal melanoma. These strategies could be even associated with mortality in some cases if used alone in these malignancies. Immunotherapy, however, compared to conventional therapies, has been reported to enhance patients’ survival and quality of life and is potentially effective in ocular malignancies. The commonest immunotherapeutic approaches in ocular tumors include immune checkpoint inhibitors, adoptive T-cell therapy, anti-CD20 antibody, and vaccinations. In the current chapter, we aimed to summarize the immunotherapeutic approaches in the treatment of ocular malignancies including retinoblastoma, uveal and conjunctival melanoma, and ocular adnexal lymphoma.