The effectiveness of tumor therapy, especially immunotherapy and oncolytic virotherapy, critically depends on the activity of the host immune cells. However, various local and systemic mechanisms of immunosuppression operate in cancer patients. Tumor-associated immunosuppression involves deregulation of many components of immunity, including a decrease in the number of T lymphocytes (lymphopenia), an increase in the levels or ratios of circulating and tumor-infiltrating immunosuppressive subsets [e.g., macrophages, microglia, myeloid-derived suppressor cells (MDSCs), and regulatory T cells (Tregs)], as well as defective functions of subsets of antigen-presenting, helper and effector immune cell due to altered expression of various soluble and membrane proteins (receptors, costimulatory molecules, and cytokines). In this review, we specifically focus on data from patients with glioblastoma/glioma before standard chemoradiotherapy. We discuss glioblastoma-related immunosuppression at baseline and the prognostic significance of different subsets of circulating and tumor-infiltrating immune cells (lymphocytes, CD4+ and CD8+ T cells, Tregs, natural killer (NK) cells, neutrophils, macrophages, MDSCs, and dendritic cells), including neutrophil-to-lymphocyte ratio (NLR), focus on the immune landscape and prognostic significance of isocitrate dehydrogenase (IDH)-mutant gliomas, proneural, classical and mesenchymal molecular subtypes, and highlight the features of immune surveillance in the brain. All attempts to identify a reliable prognostic immune marker in glioblastoma tissue have led to contradictory results, which can be explained, among other things, by the unprecedented level of spatial heterogeneity of the immune infiltrate and the significant phenotypic diversity and (dys)functional states of immune subpopulations. High NLR is one of the most repeatedly confirmed independent prognostic factors for shorter overall survival in patients with glioblastoma and carcinoma, and its combination with other markers of the immune response or systemic inflammation significantly improves the accuracy of prediction; however, more prospective studies are needed to confirm the prognostic/predictive power of NLR. We call for the inclusion of dynamic assessment of NLR and other blood inflammatory markers (e.g., absolute/total lymphocyte count, platelet-to-lymphocyte ratio, lymphocyte-to-monocyte ratio, systemic immune-inflammation index, and systemic immune response index) in all neuro-oncology studies for rigorous evaluation and comparison of their individual and combinatorial prognostic/predictive significance and relative superiority.