Pathogenic adenovirus (Ad) infections are widespread but typically mild and transient, except in the immunocompromised. As vectors for gene therapy, vaccine, and oncology applications, Ad-based platforms offer advantages, including ease of genetic manipulation, scale of production, and well-established safety profiles, making them attractive tools for therapeutic development. However, the immune system often poses a significant challenge that must be overcome for adenovirus-based therapies to be truly efficacious. Both pre-existing anti-Ad immunity in the population as well as the rapid development of an immune response against engineered adenoviral vectors can have detrimental effects on the downstream impact of an adenovirus-based therapeutic. This review focuses on the different challenges posed, including pre-existing natural immunity and anti-vector immunity induced by a therapeutic, in the context of innate and adaptive immune responses. We summarise different approaches developed with the aim of tackling these problems, as well as their outcomes and potential future applications.