Pathogenic adenovirus (Ad) infections are widespread but typically mild and transient, except in the immunocompromised. As vectors for gene therapy, vaccine and oncology applications, Ad based platforms offer advantages including ease of genetic manipulation, scale of production and well established safety profiles, making them attractive tools for therapeutic development. However, the immune system often poses a significant challenge that may need to be overcome for adenovirus based therapies to be truly efficacious. Both pre-existing anti-Ad immunity in the population as well as the rapid development of an immune response against engineered adenoviral vectors can have detrimental effects upon the downstream impact of an adenovirus-based therapeutic. This review focusses on the different challenges posed, including pre-existing natural immunity and anti-vector immunity induced by a therapeutic, both in context of the innate and adaptive immune responses. We summarize different approaches developed with the aim of tackling these problems, as well as their outcomes and potential future applications.