Progressive multifocal leukoencephalopathy (PML) is a serious opportunistic infection of the brain caused by the JC polyomavirus (JCPyV). PML occurs when immune control of persistent infection with JCPyV fails, the virus mutates and changes its cellular tropism, enters the brain and infects astrocytes, oligodendrocytes and, in particular cases, also neurones. Currently, there is no therapy for this often fatal disease. A number of approaches have failed, and only the restoration of protective immunity, if possible, can lead to clearance of the virus once PML has occurred. During the last two decades, investigators have attempted to understand the factors contributing to the development of PML, which immune mechanisms are involved in immune surveillance, and which in clearing JCPyV from the brain once PML has occurred. Recent data suggest that both CD4+ and CD8+ T cells of the cellular immune system, and also JCPyV-specific antibodies, are involved in protection against PML and in resolving the opportunistic infection. Based on the current immunological data, prophylactic and therapeutic vaccination strategies have been proposed, and first treatment attempts in PML patients have provided promising results that indicate therapeutic vaccination may be feasible.