Ewing sarcoma is an aggressive tumor type with an age peak in adolescence. Despite the use of dose-intensified chemotherapy as well as radiation and surgery for local control, patients with upfront metastatic disease or relapsed disease have a dismal prognosis, highlighting the need for additional therapeutic options. Different types of immunotherapies have been investigated with only very limited clinical success, which may be due to the presence of immunosuppressive factors in the tumor microenvironment. Here we provide an overview on different factors contributing to Ewing sarcoma immune escape. We demonstrate ways to target these factors in order to make current and future immunotherapies more effective and achieve deeper and more durable responses in patients with Ewing sarcoma.