<b><i>Background:</i></b> Severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2) infection can result in a prolonged multisystem disorder termed long COVID, which may affect up to 10% of people following coronavirus disease 2019 (COVID-19). It is currently unclear why certain individuals do not fully recover following SARS-CoV-2 infection. <b><i>Summary:</i></b> In this review, we examine immunological mechanisms that may underpin the pathophysiology of long COVID. These mechanisms include an inappropriate immune response to acute SARS-CoV-2 infection, immune cell exhaustion, immune cell metabolic reprogramming, a persistent SARS-CoV-2 reservoir, reactivation of other viruses, inflammatory responses impacting the central nervous system, autoimmunity, microbiome dysbiosis, and dietary factors. <b><i>Key Messages:</i></b> Unfortunately, the currently available diagnostic and treatment options for long COVID are inadequate, and more clinical trials are needed that match experimental interventions to underlying immunological mechanisms.