Immunotherapy has shown promise in a number of tumor types, but its exact role in sarcoma remains to be defined. Advanced bone and soft tissue sarcomas are challenging diseases to treat with an unmet need for effective systemic therapy. Previous reports have suggested that immune-based treatments may be effective in sarcoma, but such approaches have not yet become part of standard clinical practice. A number of sarcoma subtypes express targets known as cancer testis antigens and hence may be excellent targets for immunotherapy. This paper will focus on the recent advances and understanding of cancer testis antigens in sarcoma and also clinical data of immunotherapeutic approaches in these diseases.