Anisakis spp. third-stage larvae (L3) are the causative agents of human zoonosis called anisakiasis. The accidental ingestion of L3 can cause acute and chronic inflammation at the gastric, intestinal, or ectopic levels. Despite its relevance in public health, studies on pathogenetic mechanisms and parasite-human interplay are scarce. The aim of this study was to investigate the human inflammatory response to different Anisakis vehicles of pathogenicity. Methods: Human colorectal adenocarcinoma (Caco-2) cells were exposed to Anisakis L3 (the initial contact with the host), extracellular vesicles (EVs, Anisakis–host communication), and crude extract (CE, the larval dying). The protein quantity and gene expression of two pro-inflammatory cytokines (IL-6 and IL-8) were investigated using an ELISA test (6h and 24h) and a qReal-Time PCR (1h, 6h, and 24h), respectively. Results: The L3 and EVs induced a downregulation in both the Il-6 and Il-8 gene expression and protein quantity. On the contrary, the CE stimulated IL-6 gene expression and its protein release, not affecting IL-8. Conclusions: The Caco-2 cells seemed to not react to the exposure to the L3 and EVs, suggesting a parasite’s immunomodulating action to remain alive in an inhospitable niche. Conversely, the dying larva (CE) could induce strong activation of the immune strategy of the host that, in vivo, would lead to parasite expulsion, eosinophilia, and/or granuloma formation.