Tryptophan is an essential amino acid from dietary proteins. It can be metabolized into different metabolites in both the gut microbiota and tissue cells. Tryptophan metabolites such as indole-3-lactate (ILA), indole-3-acrylate (IAC), indole-3-propionate (IPA), indole-3-aldehyde (IAID), indoleacetic acid (IAA), indole-3-acetaldehyde and Kyn can be produced by intestinal microorganisms through direct Trp transformation and also, partly, the kynurenine (Kyn) pathway. These metabolites play a critical role in maintaining the homeostasis of the gut and systematic immunity and also potentially affect the occurrence and development of diseases such as inflammatory bowel diseases, tumors, obesity and metabolic syndrome, diseases in the nervous system, infectious diseases, vascular inflammation and cardiovascular diseases and hepatic fibrosis. They can not only promote the differentiation and function of anti-inflammatory macrophages, Treg cells, CD4+CD8αα+ regulatory cells, IL-10+ and/or IL-35+B regulatory cells but also IL-22-producing innate lymphoid cells 3 (ILC3), which are involved in maintaining the gut mucosal homeostasis. These findings have important consequences in the immunotherapy against tumor and other immune-associated diseases. We will summarize here the recent advances in understanding the generation and regulation of tryptophan metabolites in the gut microbiota, the role of gut microbiota-derived tryptophan metabolites in different immune cells, the occurrence and development of diseases and immunotherapy against immune-associated diseases.