Ferroptosis is novel iron-dependent programmed cell death characterized by excessive accumulation of reactive oxygen species and lipid peroxidation. In recent years, an increasing number of studies have focused on the roles of immunomodulation in ferroptosis. Immune cells are the most important part of the immune system. This review discusses the current research progress on the relationship between ferroptosis and immune cells. The role of glutathione peroxidase 4 (Gpx4) in immune cell proliferation and the immune response is summarized. Ferroptosis releases various molecules including damage-associated molecular patterns, which influences the differentiation and function of immune cells and thereby affects disease progression. Moreover, immune factors or their metabolites secreted by immune cells affect the occurrence of ferroptosis. This review concludes with a brief summary and outlook for future research, which may be helpful to guide the direction of disease treatment.