The general view that only adaptive immunity can build immunological memory has recently been challenged. In organisms lacking adaptive immunity, as well as in mammals, the innate immune system can mount resistance to reinfection, a phenomenon termed "trained immunity" or "innate immune memory." Trained immunity is orchestrated by epigenetic reprogramming, broadly defined as sustained changes in gene expression and cell physiology that do not involve permanent genetic changes such as mutations and recombination, which are essential for adaptive immunity. The discovery of trained immunity may open the door for novel vaccine approaches, new therapeutic strategies for the treatment of immune deficiency states, and modulation of exaggerated inflammation in autoinflammatory diseases.