An immune-inflammatory response is accompanied by increased nitro-oxidative stress. The aims of this mechanistic review are to review: a) the role of redox sensitive transcription factors and enzymes, ROS/RNS production and the activity of cellular antioxidants on the activation and performance of macrophages, dendritic cells, neutrophils, T cells, B cells and natural killer cells; b) the involvement of high-density lipoprotein (HDL), apolipoprotein (Apo)A1, paraoxonase (PON)-1, and oxidized phospholipids in the regulation of the immune response; and c) the detrimental effects of hypernitrosylation and chronic nitro-oxidative stress on the immune response. The redox changes during immune-inflammatory responses are orchestrated by the actions of nuclear factor (NF)-κB, HIF1alpha, the mechanistic target of rapamycin (mTor), the phosphatidylinositol 3‑kinase (PI3K) / protein kinase B (AKT) signalling pathway, mitogen-activated protein (MAP) kinases, 5' AMP-activated protein kinase (AMPK), and peroxisome proliferator-activated receptor (PPAR). The performance and survival of individual immune cells is under redox control and sensitive to intracellular and extracellular levels of ROS/RNS and is heavily influenced by cellular anti-oxidants including the glutathione and thioredoxin systems, nuclear factor erythroid 2-related factor 2 (Nrf-2), and the HDL complex. Chronic nitro-oxidative stress and hypernitrosylation inhibit the activity of those antioxidant systems, the tricarboxylic acid cycle, mitochondrial functions, and the metabolism of immune cells. In conclusion, those redox-associated mechanisms modulate metabolic reprogramming of immune cells, macrophage and T helper cell polarization, phagocytosis, production of pro- versus anti-inflammatory cytokines, immune training and tolerance, chemotaxis, pathogen sensing, antiviral and antibacterial effects, Toll-like receptor activity, and endotoxin tolerance.