The basic function of the immune system is the protection of the host against infections, along with the preservation of the individual antigenic identity. The process of self-tolerance covers the discrimination between self and foreign antigens, including proteins, nucleic acids, and larger molecules. Consequently, a broken immunological self-tolerance results in the development of autoimmune or autoinflammatory disorders. Immunocompetent cells express pattern-recognition receptors on their cell membrane and cytoplasm. The majority of endogenous DNA is located intracellularly within nuclei and mitochondria. However, extracellular, cell-free DNA (cfDNA) can also be detected in a variety of diseases, such as autoimmune disorders and malignancies, which has sparked interest in using cfDNA as a possible biomarker. In recent years, the widespread use of liquid biopsies and the increasing demand for screening, as well as monitoring disease activity and therapy response, have enabled the revival of cfDNA research. The majority of studies have mainly focused on the function of cfDNA as a biomarker. However, research regarding the immunological consequences of cfDNA, such as its potential immunomodulatory or therapeutic benefits, is still in its infancy. This article discusses the involvement of various DNA-sensing receptors (e.g., absent in melanoma-2; Toll-like receptor 9; cyclic GMP–AMP synthase/activator of interferon genes) in identifying host cfDNA as a potent danger-associated molecular pattern. Furthermore, we aim to summarize the results of the experimental studies that we recently performed and highlight the immunomodulatory capacity of cfDNA, and thus, the potential for possible therapeutic consideration.