The importance of issues associated with urban/commensal rats and mice (property damage, management costs, and health risks) press upon research on these animals. While the demography of commensal rodents is mostly studied, the need for understanding factors influencing their natural morbidity/mortality is also stressed. In this respect, more attention is expected to be paid to immunity, the physiological mechanism of defense against host survival threats (pathogens, parasites, diseases). Commensal rats and mice carry numerous pathogens that evoke diverse immune responses. The state of immunity in commensal house mice is studied in great detail, owing to the use of laboratory strains in biomedical research. Because commensal rats are, compared to mice, carriers of more zoonotic agents, rats' immunity is studied mainly in that context. Some of these zoonotic agents cause chronic, asymptomatic infections, which justified studies of immunological mechanisms of pathogen tolerance versus clearance regulation in rats. Occurrence of some infections in specific tissues/organs pressed upon analysis of local/regional immune responses and/or immunopathology. A survey of immunological activity/responses in commensal rats is given in this review, with mention of existing data in commensal mice. It should throw some light on the factors relevant to their morbidity and lifespan, supplementing the knowledge of commensal rodent ecology.