Results of immunotherapy in childhood solid cancer have been so far, with the exception of neuroblastoma, quite disappointing. Lack of knowledge of the immune contexture of these tumors may have contributed to the failure of immunotherapies so far. Here, we systematically reviewed the literature regarding the immunology of Wilms tumor (WT), one of the most frequent pediatric solid tumors of the abdomen. In Wilms tumor patients the high cure rate of >90%, achieved by the combination of surgery and radio-chemotherapy, is at the expense of a high early and late toxicity. Moreover, treatment-resistant entities, such as diffuse anaplastic tumors or recurrent disease, still pose unsolved clinical problems. Successful immunotherapy could represent a novel and possibly less-toxic treatment option. Employing the PRISMA (Preferred Reporting Items for Systematic Review and Meta-Analysis) method of literature search, we analyzed the current knowledge of the immunological landscape of Wilms tumors in terms of tumor microenvironment, prognostic implications of single biomarkers, and immunotherapy response.