Malignant pleural mesothelioma is a rare cancer that is typically associated with exposure to asbestos. Patients with malignant pleural mesothelioma have poor outcomes with suboptimal therapeutic options and currently no treatment is curative. The standard frontline treatment, cisplatin plus pemetrexed chemotherapy, has only short and insufficient efficacy, and no validated treatment beyond first-line therapy is available. New therapeutic strategies are therefore needed. The addition of bevacizumab (an anti-VEGF antibody) combined with cisplatin plus pemetrexed has shown some promise. However, immunotherapy, especially immune checkpoint inhibitors, has generated a lot of excitement because of data suggesting the potential value of immune checkpoint inhibitors for patients who have failed chemotherapy. In this Review, we describe immune checkpoint inhibitors, other immunotherapies, targeted therapies, or combinations of novel drugs being investigated in malignant pleural mesothelioma, as well as the issues surrounding the selection of the best candidates for these treatments.