The immune system responds to infection or vaccination through a dynamic and complex process that involves several molecular and cellular factors. Among these factors, long non-coding RNAs (lncRNAs) have emerged as significant players in all areas of biology, particularly in immunology. Most of the mammalian genome is transcribed in a highly regulated manner, generating a diversity of lncRNAs that impact the differentiation and activation of immune cells and affect innate and adaptive immunity. Here, we have reviewed the range of functions and mechanisms of lncRNAs in response to infectious disease, including pathogen recognition, interferon (IFN) response, and inflammation. We describe examples of lncRNAs exploited by pathogenic agents during infection, which indicate that lncRNAs are a fundamental part of the arms race between hosts and pathogens. We also discuss lncRNAs potentially implicated in vaccine-induced immunity and present examples of lncRNAs associated with the antibody response of subjects receiving Influenza or Yellow Fever vaccines. Elucidating the widespread involvement of lncRNAs in the immune system will improve our understanding of the factors affecting immune response to different pathogenic agents, to better prevent and treat disease.