It is estimated that pancreatic cancer will be the 2^nd leading cause of cancer-related deaths globally by 2030, highlighting the ongoing lack of effective treatment options in this devastating condition. There is a lack of reliable prognostic or predictive markers in pancreatic cancer to guide management decisions, whether for systemic chemotherapy, molecularly targeted therapies, or immunotherapies. To date, the results for targeted agents and immunotherapies in unselected populations of chemo-refractory pancreatic cancer have not met expectations. The reasons for this lack of efficacy of immunotherapy in pancreatic cancer are incompletely understood. The challenges in pancreatic cancer include the physical barrier created by the dense desmoplastic stroma surrounding the tumor, chemokine-mediated exclusion of T cells, poor antigenicity, paucity of infiltrating T cells within the tumor, ultimately leading to an immunosuppressive microenvironment. A better understanding of the role of inflammation in pancreatic cancer, its tumor microenvironment and individualized patient-related features, be they molecular, clinical or histopathological would enable a more effective tailored approach to the management of pancreatic cancer. In this review, the role of inflammation, the immune tumor microenvironment and potential immune biomarkers in pancreatic cancer are explored.