The Bunyavirales order comprises more than 500 viruses (generally defined as bunyaviruses) classified into 12 families. Some of these are highly pathogenic viruses infecting different hosts, including humans, mammals, reptiles, arthropods, birds, and/or plants. Host cell sensing of infection activates the innate immune system that aims at inhibiting viral replication and propagation. Upon recognition of pathogen-associated molecular patterns (PAMPs) by cellular pattern recognition receptors (PRRs), numerous signaling cascades are activated, leading to the production of interferons (IFNs). IFNs act in an autocrine and paracrine manner to establish an antiviral state by inducing the expression of hundreds of IFN-stimulated genes (ISGs). Some of these ISGs are known to restrict bunyavirus infection. Along with other constitutively expressed host cellular factors with antiviral activity, these proteins (hereafter referred to as “restriction factors”) target different steps of the viral cycle, including viral entry, genome transcription and replication, and virion egress. In reaction to this, bunyaviruses have developed strategies to circumvent this antiviral response, by avoiding cellular recognition of PAMPs, inhibiting IFN production or interfering with the IFN-mediated response. Herein, we review the current knowledge on host cellular factors that were shown to restrict infections by bunyaviruses. Moreover, we focus on the strategies developed by bunyaviruses in order to escape the antiviral state developed by the infected cells.