The increasing prevalence of autoimmune diseases globally has prompted extensive research and the development of immunosuppressants. Currently, immunosuppressive drugs such as cyclosporine, rapamycin, and tacrolimus have been utilized in clinical practice. However, long-term use of these drugs may lead to a series of adverse effects. Therefore, there is an urgent need to explore novel drug candidates for treating autoimmune diseases. This review aims to find potential candidate molecules for natural immunosuppressive compounds derived from plants, animals, and fungi over the past decade. These compounds include terpenoids, alkaloids, phenolic compounds, flavonoids, and others. Among them, compounds 49, 151, 173, 200, 204, and 247 have excellent activity; their IC50 were less than 1 μM. A total of 109 compounds have good immunosuppressive activity, with IC50 ranging from 1 to 10 μM. These active compounds have high medicinal potential. The names, sources, structures, immunosuppressive activity, and the structure-activity relationship were summarized and analyzed.