Prostate cancer is the most common newly diagnosed malignancy in men, and the second most common cause of cancer-related death in the United States. The primary treatment for recurrent prostate cancer is androgen deprivation, and this therapy is typically continued lifelong for patients with metastatic prostate cancer. Androgens and androgen deprivation have profound effects on the immune system, a finding that has become more appreciated in an era where immune-based treatments for cancer are being increasingly explored. Preclinical studies suggest that androgen deprivation could potentially positively or negatively affect the use of approved immunotherapies, or those that are being developed for the treatment of prostate cancer. In this review, we provide a brief overview of the different types of androgen deprivation treatments used in the management of prostate cancer, discuss their effects on prostate tumors and the immune system and how they are being explored in combination with immunotherapy. Finally, we address some of the critical questions in the field that must be answered to identify the best approaches to combine androgen deprivation with immunotherapy for the treatment of prostate cancer.