Improving the prognosis of patients with colorectal cancer (CRC) holds important clinical and social significance. Immunotherapy is an emerging therapy approach for cancers, which mainly include immune checkpoint inhibitors (ICI), immune vaccine and adoptive cell therapy. ICI have achieved good clinical translation in treatment of metastatic CRC with deficient DNA mismatch repair/high microsatellite instability (dMMR/MSI-H) status. The application of some ICI, such as PD-1 inhibitors pembrolizumab and nivolumab, in this type patients have been approved by the FDA. In addition,numerous positive results are acquired in clinical trials of neoadjuvant therapy for resectable dMMR/MSI-H CRC. These results greatly bolstered the exploration enthusiasm of CRC immunotherapy. However, the proficient DNA mismatch repair/microsatellite stability (pMMR/MSS) CRC, which accounting for the vast majority in related patients, hardly benefit from ICI therapy. Various combination strategies, mainly including ICI combined with traditional chemotherapy, radiotherapy, or targeted therapy, have been attempted to alter the “cold tumors” microenvironment characteristics of pMMR/MSS CRC in clinical trials, whereas no breakthrough results were reached. Theoretically, tumor vaccines are ideal choice to break down the barrier of insufficient immune infiltration in solid tumors. However, the outcomes of related clinical trials in CRC patents are not satisfactory, and partially due to the weak specificity of the applied tumor-associated antigens. Clinical studies of adoptive cell therapy in CRC are also actively underway. The favorable efficacy of tumor-infiltrating lymphocyte, cytokine-induced killer (CIK) and dendritic cell-CIK in CRC have been confirmed, while the CAR-T and TCR-T therapies need more exploration based on screening more suitable antigens and optimizing engineering design. In this review, we made a summary based on the mainline of clinical studies related to diverse immunotherapies, so as to clarify the progress of CRC immunotherapy and provide bases for exploration of better treatment options.