Recurrent pregnancy loss (RPL) is characterized by the occurrence of two or more consecutive pregnancy losses. Approximately half of these cases lack a clear etiology and are termed unexplained recurrent pregnancy loss (URPL). Maternal-fetal immune dysfunction is thought to be involved in causing URPL. Increased human leukocyte antigen compatibility, susceptibility genes, lack of blocking antibodies, and dysfunction of immune cells can all disrupt the immune tolerance environment of the maternal-fetal interface. To correct the maternal-fetal immune imbalances, some immunotherapies were recently tried to be used for patients with URPL. This review summarizes the characteristics and mechanisms of the immune microenvironment at the maternal-fetal interface of URPL patients, and the present immunotherapies for URPL patients, to serve as a reference for future research.