The Bacillus Calmette-Guérin (BCG) vaccine was discovered a century ago and has since been clinically applicable. BCG can not only be used for the prevention of tuberculosis, but also has a non-specific protective effect on the human body called trained immunity that is mediated by innate immune cells such as monocytes, macrophages, and natural killer cells. Mechanisms of trained immunity include epigenetic reprogramming, metabolic reprogramming, and long-term protection mediated by hematopoietic stem cells. Trained immunity has so far shown beneficial effects on cancer, viral-infections, autoimmune diseases, and a variety of other diseases, especially bladder cancer, respiratory viruses, and type 1 diabetes. The modulation of the immune response by BCG has led to the development of a variety of recombinant vaccines. Although the specific mechanism of BCG prevention on diseases has not been fully clarified, the potential role of BCG deserves further exploration, which is of great significance for prevention and treatment of diseases.