Adaptive immune responses are characterized by antigen specificity and induction of lifelong immunologic memory. Recently, it has been reported that innate immune cells can also build immune memory characteristics-a process termed trained immunity. Trained immunity describes the persistent hyperresponsive phenotype that innate immune cells can develop after brief stimulation. Pathogenic stimuli such as microorganisms, and also endogenous molecules including uric acid, oxidized LDL (low-density lipoprotein), and catecholamines, are capable of inducing memory in monocytes and macrophages. While trained immunity provides favorable cross-protection in the context of infectious diseases, the heightened immune response can be maladaptive in diseases driven by chronic systemic inflammation, such as atherosclerosis. Trained immunity is maintained by distinct epigenetic and metabolic mechanisms and persists for at least several months in vivo due to reprogramming of myeloid progenitor cells. Additionally, certain nonimmune cells are also found to exhibit trained immunity characteristics. Thus, trained immunity presents an exciting framework to develop new approaches to vaccination and also novel pharmacological targets in the treatment of inflammatory diseases.