Plant-parasitic nematodes engage in prolonged and intimate relationships with their host plants, often involving complex alterations in host cell morphology and function. It is puzzling how nematodes can achieve this, seemingly without activating the innate immune system of their hosts. Secretions released by infective juvenile nematodes are thought to be crucial for host invasion, for nematode migration inside plants, and for feeding on host cells. In the past, much of the research focused on the manipulation of developmental pathways in host plants by plant-parasitic nematodes. However, recent findings demonstrate that plant-parasitic nematodes also deliver effectors into the apoplast and cytoplasm of host cells to suppress plant defense responses. In this review, we describe the current insights in the molecular and cellular mechanisms underlying the activation and suppression of host innate immunity by plant-parasitic nematodes along seven critical evolutionary and developmental transitions in plant parasitism.