Purpose Patients harboring high-grade non-muscle-invasive bladder cancer (NMIBC) experience high rates of both recurrence and progression. Currently, few treatment options besides cystectomy exist for this at-risk population, especially those with BCG-unresponsive disease. The purpose of this review is to present the current status and describe future directions of immunotherapy in NMIBC. Methods The PubMed and Google Scholar databases were searched for articles pertaining to immunotherapy in NMIBC. Relevant planned and ongoing clinical trials were identified using. Published randomized control trials, reviews, other retrospective and prospective studies deemed relevant were used in this review paper. Results Novel immunotherapies used in the treatment of high-grade NMIBC and BCG-unresponsive disease allow patients more options and have the potential to reduce the need for radical cystectomy. Currently, several options target the programmed death 1 (PD-1)/programmed death ligand 1 (PD-L1) axis as this mechanism of immunotherapy has been shown to be effective in several cancers, including bladder, melanoma, and lung cancers. In addition, other immunotherapy options for the treatment of NMIBC include viral gene therapies, interleukin-15 superagonists, small molecule inhibitors of indoleamine (2,3)-dioxygenase 1, and vaccines. Conclusions The current landscape of immunotherapy in bladder cancer is rapidly evolving, with much literature pertaining to muscle-invasive and metastatic disease. However, the implementation of these treatment options in high-grade NMIBC may allow patients to avoid life-altering surgery. Reliable biomarkers for response are needed to further select patients who may benefit from such therapies.