Parkinson's disease (PD) is the second most common neurodegenerative disorder, characterized by the degeneration of dopaminergic neurons in the midbrain. While PD is typically considered a disorder primarily affecting the central nervous system, there is mounting evidence of cellular dysfunction and PD pathology occurring in the peripheral nervous system, likely preceding central manifestations. In this context, it has become increasingly evident that dysregulation of both the central and the peripheral immune system plays a key role in PD pathogenesis and progression. In this narrative review, we describe and discuss the methodological approaches employed in human studies to investigate immune responses in PD pathogenesis and progression, their main findings and the potential to unveil novel therapeutic avenues. In particular, we present methodologies employed in and insights gained from human genetic studies, techniques utilized to investigate neuroinflammatory processes in post-mortem and living human brains, to investigate the blood-brain barrier, as well as the involvement of peripheral T cells and innate immune cells. Additionally, we elucidate methodologies utilized to explore the roles of mitochondrial dysfunction and infectious diseases in PD. Finally, we address the causes behind conflicting findings in the published literature, which may stem from disparities in sample ascertainment schemes, immunological protocols, and analysis designs. Given these challenges, it becomes imperative to develop methodological guidelines to enhance the validity of immunological studies in PD and facilitate their translation into clinical medicine.