Pathogens or danger signals trigger the immune response. Moderate immune response activation removes pathogens and avoids excessive inflammation and tissue damage. Histone demethylases (KDMs) regulate gene expression and play essential roles in numerous physiological processes by removing methyl groups from lysine residues on target proteins. Abnormal expression of KDMs is closely associated with the pathogenesis of various inflammatory diseases such as liver fibrosis, lung injury, and autoimmune diseases. Despite becoming exciting targets for diagnosing and treating these diseases, the role of these enzymes in the regulation of immune and inflammatory response is still unclear. Here, we review the underlying mechanisms through which KDMs regulate immune-related pathways and inflammatory responses. In addition, we also discuss the future applications of KDMs inhibitors in immune and inflammatory diseases.