Failure of immune surveillance has a prominent role in tumorigenesis. Cancerous cells can evade T-cell responses to tumor-associated antigens by multiple mechanisms. Active immunotherapy aims to stimulate the immune response against cancer cells. Unlike normal prostate tissue, prostate cancer is not ignored by the immune system, as shown by the presence of tumor infiltrating lymphocytes. This characteristic renders prostate cancer particularly suitable for immunotherapy. The existence of well-defined antigens, largely limited to prostate tissue, allows prostate cancer cells to be targeted without the risk of systemic autoimmune reactions, as autoimmunity specifically directed at the prostate is the goal of prostate cancer immunotherapy. Active immunotherapy directed towards prostate cancer can be conducted using multiple strategies, involving dendritic cells, whole-cell vaccines, viral vectors, DNA-based and peptide-based agents, as well as immunostimulatory agents. The only FDA-approved immunotherapy for prostate cancer is the dendritic-cell-based agent Sipuleucel-T, which yielded an advantage in overall survival, but not in progression-free survival in a phase III trial. We present the clinical developments in the field of immunotherapy and critically analyze methodological issues related to the evaluation of tumor responses to immunotherapy, trial design, and surrogate end points.