Autologous hematopoietic cell transplantation (auto-HCT) is the standard consolidation therapy for plasma cell myeloma patients following induction therapy. Auto-HCT improves disease-free survival (DFS), but is generally not curative. The allogeneic HCT experience demonstrated that T-cell immunotherapy can confer long-term DFS. Preclinical and clinical data indicate that myeloma-associated Ags elicit humoral and cellular immune responses (IRs) in myeloma patients. These findings strongly suggest that the immunotherapeutic strategies, including immune checkpoint inhibitors, therapeutic cancer vaccines and adoptive cellular therapies, are promising avenues of clinical research that may be most applicable in the minimal residual disease state following auto-HCT. These strategies are designed to prime or augment antimyeloma IRs and promote a 'host-vs-myeloma' effect that may result in durable DFS. Innovative clinical trials investigating immune checkpoint inhibitors and cancer vaccines have demonstrated that robust immunity against myeloma-associated Ags can be elicited in the setting of auto-HCT. A diverse array of immunotherapeutic strategies have entered clinical trials in myeloma, including PD-1/PD-L1 inhibitors, DC/myeloma cell fusion vaccines and adoptive chimeric Ag receptor T-cell therapy, and further investigation of combinations of immunologic and pharmaceutical agents are expected in the near future. In this review, we will discuss the preclinical data supporting immunotherapy in auto-HCT for myeloma, clinical investigation of these strategies and the future prospects of immunotherapy in pursuit of the goal of curative therapy.