Patients with psoriatic arthritis (PsA) are suffering from a decreased quality of life despite currently available treatments. In the latest years, novel therapies targeting the IL-17/IL-23 and TNF pathways improved clinical outcome. Despite this, remission of disease is not achieved in a considerable group of patients, continuous treatment is very often required to reach clinical remission, and prevention of PsA in patients with psoriasis (PsO) is currently impossible. A better understanding of PsA pathogenesis is required to develop novel treatment strategies that target inflammation and destruction more effectively and at an early stage of the disease, or even before clinically manifest disease. The skin is considered as one of the sites of onset of immune activation, triggering the inflammatory cascade in PsA. PsO develops into PsA in 30% of the PsO patients. Influenced by environmental and genetic factors, the inflammatory process in the skin, entheses, and/or gut may evolve into synovial tissue inflammation, characterized by influx of immune cells. The exact role of the innate and adaptive immune cells in disease pathogenesis is not completely known. The involvement of activated IL-17A+ T cells could implicate early immunomodulatory events generated in lymphoid organs thereby shaping the pathogenic inflammatory response leading to disease. In this perspective article, we provide the reader with an overview of the current literature regarding the immunological changes observed during the earliest stages of PsA. Moreover, we will postulate future areas of translational research aimed at increasing our knowledge on the molecular mechanisms driving disease development, which will aid the identification of novel potential therapeutic targets to limit the progression of PsA.