Epithelial ovarian cancer (EOC) is the leading cause of death among gynecological cancers. Despite improvements in medical treatments, the prognosis for EOC remains poor, and there is an urgent need for new therapeutic strategies. Immune checkpoint inhibitors (CPIs) have dramatically improved survival of several cancers and are under evaluation in OC. Unfortunately, CPIs have shown globally unsatisfactory results. The aim of this manuscript is to critically review the results from early-phase trials with CPIs in terms of safety and activity, discuss the possible reasons for disappointing results and the new therapeutic approaches to improve patient outcomes.