Trained immunity is a functional state of the innate immune response and is characterized by long-term epigenetic reprogramming of innate immune cells. This concept originated in the field of infectious diseases — training of innate immune cells, such as monocytes, macrophages and/or natural killer cells, by infection or vaccination enhances immune responses against microbial pathogens after restimulation. Although initially reported in circulating monocytes and tissue macrophages (termed peripheral trained immunity), subsequent findings indicate that immune progenitor cells in the bone marrow can also be trained (that is, central trained immunity), which explains the long-term innate immunity-mediated protective effects of vaccination against heterologous infections. Although trained immunity is beneficial against infections, its inappropriate induction by endogenous stimuli can also lead to aberrant inflammation. For example, in systemic lupus erythematosus and systemic sclerosis, trained immunity might contribute to inflammatory activity, which promotes disease progression. In organ transplantation, trained immunity has been associated with acute rejection and suppression of trained immunity prolonged allograft survival. This novel concept provides a better understanding of the involvement of the innate immune response in different pathological conditions, and provides a new framework for the development of therapies and treatment strategies that target epigenetic and metabolic pathways of the innate immune system.