African trypanosomes are single-celled extracellular protozoan parasites transmitted by tsetse fly vectors across sub-Saharan Africa, causing serious disease in both humans and animals. Mammalian infections begin when the tsetse fly penetrates the skin in order to take a blood meal, depositing trypanosomes into the dermal layer. Similarly, onward transmission occurs when differentiated and insect pre-adapted forms are ingested by the fly during a blood meal. Between these transmission steps, trypanosomes access the systemic circulation of the vertebrate host via the skin-draining lymph nodes, disseminating into multiple tissues and organs, and establishing chronic, and long-lasting infections. However, most studies of the immunobiology of African trypanosomes have been conducted under experimental conditions that bypass the skin as a route for systemic dissemination (typically via intraperitoneal or intravenous routes). Therefore, the importance of these initial interactions between trypanosomes and the skin at the site of initial infection, and the implications for these processes in infection establishment, have largely been overlooked. Recent studies have also demonstrated active and complex interactions between the mammalian host and trypanosomes in the skin during initial infection and revealed the skin as an overlooked anatomical reservoir for transmission. This highlights the importance of this organ when investigating the biology of trypanosome infections and the associated immune responses at the initial site of infection. Here, we review the mechanisms involved in establishing African trypanosome infections and potential of the skin as a reservoir, the role of innate immune cells in the skin during initial infection, and the subsequent immune interactions as the parasites migrate from the skin. We suggest that a thorough identification of the mechanisms involved in establishing African trypanosome infections in the skin and their progression through the host is essential for the development of novel approaches to interrupt disease transmission and control these important diseases.