Ozone is an allotrope of oxygen, widely known to exert an anti-oxidant potential. The ability of low, controlled and standardized doses of ozone in the ozone adjunct treatment of bacterial infections, which occur in wounds, is engaging clinical research to deepen the role of ozone in eradicating even multidrug-resistant bacteria. Ozone activates the nuclear factor erythroid 2-related factor 2 (Nrf2), and this activation triggers a complex cascade of events, which ultimately leads to macrophage training and an improvement in their ability to operate a clearance of bacteria in the patient’s anatomical districts. In this review, we try to elucidate the recent evidence about the mechanisms with which ozone can actually remove bacteria and even multi-drug-resistant (MDR) bacteria, accounting on its complex ability in modulating immunity.