The COVID-19 pandemic, which was caused by severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2), has become a worldwide health crisis due to its transmissibility. SARS-CoV-2 infection results in severe respiratory illness and can lead to significant complications in affected individuals. These complications encompass symptoms such as coughing, respiratory distress, fever, infectious shock, acute respiratory distress syndrome (ARDS), and even multiple-organ failure. Animal models serve as crucial tools for investigating pathogenic mechanisms, immune responses, immune escape mechanisms, antiviral drug development, and vaccines against SARS-CoV-2. Currently, various animal models for SARS-CoV-2 infection, such as nonhuman primates (NHPs), ferrets, hamsters, and many different mouse models, have been developed. Each model possesses distinctive features and applications. In this review, we elucidate the immune response elicited by SARS-CoV-2 infection in patients and provide an overview of the characteristics of various animal models mainly used for SARS-CoV-2 infection, as well as the corresponding immune responses and applications of these models. A comparative analysis of transcriptomic alterations in the lungs from different animal models revealed that the K18-hACE2 and mouse-adapted virus mouse models exhibited the highest similarity with the deceased COVID-19 patients. Finally, we highlighted the current gaps in related research between animal model studies and clinical investigations, underscoring lingering scientific questions that demand further clarification.