Preterm infants are at particularly high risk for infectious diseases. As this vulnerability extends beyond the neonatal period into childhood and adolescence, preterm infants benefit greatly from infection-preventive measures such as immunizations. However, there is an ongoing discussion about vaccine safety and efficacy due to preterm infants’ distinct immunological features. A significant proportion of infants remains un- or under-immunized when discharged from primary hospital stay. Educating health care professionals and parents, promoting maternal immunization and evaluating the potential of new vaccination tools are important means to reduce the overall burden from infectious diseases in preterm infants. In this narrative review, we summarize the current knowledge about vaccinations in premature infants. We discuss the specificities of early life immunity and memory function, including the role of polyreactive B cells, restricted B cell receptor diversity and heterologous immunity mediated by a cross-reactive T cell repertoire. Recently, mechanistic studies indicated that tissue-resident memory (Trm) cell populations including T cells, B cells and macrophages are already established in the fetus. Their role in human early life immunity, however, is not yet understood. Tissue-resident memory T cells, for example, are diminished in airway tissues in neonates as compared to older children or adults. Hence, the ability to make specific recall responses after secondary infectious stimulus is hampered, a phenomenon that is transcriptionally regulated by enhanced expression of T-bet. Furthermore, the microbiome establishment is a dominant factor to shape resident immunity at mucosal surfaces, but it is often disturbed in the context of preterm birth. The proposed function of Trm T cells to remember benign interactions with the microbiome might therefore be reduced which would contribute to an increased risk for sustained inflammation. An improved understanding of Trm interactions may determine novel targets of vaccination, e.g., modulation of T-bet responses and facilitate more individualized approaches to protect preterm babies in the future.