The P2X7 receptor (P2RX7) is an important molecule that functions as a danger sensor, detecting extracellular nucleotides from injured cells and thus signaling an inflammatory program to nearby cells. It is expressed in immune cells and plays important roles in pathogen surveillance and cell-mediated responses to infectious organisms. There is an abundance of literature on the role of P2RX7 in inflammatory diseases and the role of these receptors in host-pathogen interactions. Here, we describe the current knowledge of the role of P2RX7 in the host response to a variety of pathogens, including viruses, bacteria, fungi, protozoa, and helminths. We describe in vitro and in vivo evidence for the critical role these receptors play in mediating and modulating immune responses. Our observations indicate a role for P2X7 signaling in sensing damage-associated molecular patterns released by nearby infected cells to facilitate immunopathology or protection. In this review, we describe how P2RX7 signaling can play critical roles in numerous cells types in response to a diverse array of pathogens in mediating pathogenesis and immunity to infectious agents.