Viral vectors play a pivotal role in the field of gene therapy, with several related drugs having already gained clinical approval from the EMA and FDA. However, numerous viral gene therapy vectors are currently undergoing pre-clinical research or participating in clinical trials. Despite advancements, the innate response remains a significant barrier impeding the clinical development of viral gene therapy. The innate immune response to viral gene therapy vectors and transgenes is still an important reason hindering its clinical development. Extensive studies have demonstrated that different DNA and RNA sensors can detect adenoviruses, adeno-associated viruses, and lentiviruses, thereby activating various innate immune pathways such as Toll-like receptor (TLR), cyclic GMP-AMP synthase–stimulator of interferon genes (cGAS-STING), and retinoic acid-inducible gene I–mitochondrial antiviral signaling protein (RLR-MAVS). This review focuses on elucidating the mechanisms underlying the innate immune response induced by three widely utilized viral vectors: adenovirus, adeno-associated virus, and lentivirus, as well as the strategies employed to circumvent innate immunity.