Glioblastoma is the most common and devastating primary brain tumor in adults. The clinical treatments of glioblastoma are generally focus on surgical excision, chemotherapy and radiotherapy, while the prognosis remains grim. With the adequate understanding of the unique immunological microenvironment in the central nervous system (CNS) and CNS tumors, immune microenvironment modulation becomes a promising treatment modality in glioma. Studies using RNA interference (RNAi) technology to modulate the immune microenvironment are under an active investigation. Using those therapeutic strategies directly or indirectly react with tumor cells, antigen processing cells (APCs, including microglia and dendritic cells (DCs)) and immune cells (such as T cells and natural killer cells (NK cells)) has been extensively studied. Here, we review the current advances in immune microenvironment modulation for glioblastoma with RNAi approach. We also investigate how the factors, associated with immunosuppression, to combat with glioblastoma, and discuss the deficiency for this anti-glioblastoma strategy. From these, we expect to provide a guidance for the future development of RNAi-based immunomodulation strategy for glioblastoma and establish optimized antitumor therapy for clinical treatments.