Helminth parasites are complex metazoans that belong to different taxonomic families but that collectively share the capacity to downregulate the host immune response directed toward themselves (parasite-specific immunoregulation). During long-standing chronic infection, these helminths appear able to suppress immune responses to bystander pathogens/antigens and atopic, autoimmune, and metabolic disorders. Helminth-induced immunoregulation occurs through the induction of regulatory T cells or Th2-type cells (or both). However, secreted or excreted parasite metabolites, proteins, or extracellular vesicles (or a combination of these) may also directly induce signaling pathways in host cells. Therefore, the focus of this review will be to highlight recent advances in understanding the immune responses to helminth infection, emphasizing the strategies/molecules and some of the mechanisms used by helminth parasites to modulate the immune response of their hosts.