Efficient functionality of the immune system is needed to fight against the development of infectious diseases, including, among others, serious recurrent chronic infections. Research has shown that many modern common diseases, such as inflammatory bowel diseases and cardiovascular diseases, e.g., thromboembolism, cancer, obesity, or depression, are connected with inflammatory processes. Therefore, new, good stimulators of the immune system’s response are sought. They include synthetic compounds as well as biological preparations such as lipopolysaccharides, enzymes, bacterial metabolites, and secondary metabolites of plants, demonstrating a multidirectional effect. Essential oils are characterized by many invaluable activities, including antimicrobial, antioxidant, anti-inflammatory, and immunostimulating. Essential oils may stimulate the immune system via the utilization of their constituents, such as antibodies, cytokines, and dendritic cells. Some essential oils may stimulate the proliferation of immune-competent cells, including polymorphonuclear leukocytes, macrophages, dendritic cells, natural killer cells, and B and T lymphocytes. This review is focused on the ability of essential oils to affect the immune system. It is also possible that essential oil components positively interact with recommended anti-inflammatory and antimicrobial drugs. Thus, there is a need to explore possible synergies between essential oils and their active ingredients for medical use.