Immunotherapy is a very promising field of research and application for treating cancers, in particular for those that are resistant to chemotherapeutics. Immunotherapy aims at enhancing immune cell activation to increase tumor cells recognition and killing. However, some specific cancer types, such as colorectal cancer (CRC), are less responsive than others to the current immunotherapies. Intrinsic resistance can be mediated by the development of an immuno-suppressive environment in CRC. The mutational status of cancer cells also plays a role in this process. CRC can indeed be distinguished in two main subtypes. Microsatellite instable (MSI) tumors show a hyper-mutable phenotype caused by the deficiency of the DNA mismatch repair machinery (MMR) while microsatellite stable (MSS) tumors show a comparatively more "stable" mutational phenotype. Several studies demonstrated that MSI CRC generally display good prognoses for patients and immunotherapy is considered as a therapeutic option for this type of tumors. On the contrary, MSS metastatic CRC usually presents a worse prognosis and is not responsive to immunotherapy. According to this, developing new and innovative models for studying CRC response towards immune targeted therapies has become essential in the last years. Herein, we review the in vitro and in vivo models used for research in the field of immunotherapy applied to colorectal cancer.