The development of novel antimicrobial agents to replace antibiotics has become urgent due to the emergence of multidrug-resistant microorganisms. Antimicrobial peptides (AMPs), widely distributed in all kingdoms of life, present strong antimicrobial activity against a variety of bacteria, fungi, parasites, and viruses. The potential of AMPs as new alternatives to antibiotics has gradually attracted considerable interest. In addition, AMPs exhibit strong anticancer potential as well as anti-inflammatory and immunomodulatory activity. Many studies have provided evidence that AMPs can recruit and activate immune cells, controlling inflammation. This review highlights the scientific literature focusing on evidence for the anti-inflammatory mechanisms of different AMPs in immune cells, including macrophages, monocytes, lymphocytes, mast cells, dendritic cells, neutrophils, and eosinophils. A variety of immunomodulatory characteristics, including the abilities to activate and differentiate immune cells, change the content and expression of inflammatory mediators, and regulate specific cellular functions and inflammation-related signaling pathways, are summarized and discussed in detail. This comprehensive review contributes to a better understanding of the role of AMPs in the regulation of the immune system and provides a reference for the use of AMPs as novel anti-inflammatory drugs for the treatment of various inflammatory diseases.