Classical swine fever (CSF) is a severe acute infectious disease that results from classical swine fever virus (CSFV) infection, which leads to serious economic losses in the porcine industry worldwide. In recent years, numerous studies related to the immune escape mechanism of the persistent infection and pathogenesis of CSFV have been performed. Remarkably, several independent groups have reported that apoptosis, autophagy, and pyroptosis play a significant role in the occurrence and development of CSF, as well as in the immunological process. Apoptosis, autophagy, and pyroptosis are the fundamental biological processes that maintain normal homeostatic and metabolic function in eukaryotic organisms. In general, these three cellular biological processes are always understood as an immune defense response initiated by the organism after perceiving a pathogen infection. Nevertheless, several viruses, including CSFV and other common pathogens such as hepatitis C and influenza A, have evolved strategies for infection and replication using these three cellular biological process mechanisms. In this review, we summarize the known roles of apoptosis, autophagy, and pyroptosis in CSFV infection and how viruses manipulate these three cellular biological processes to evade the immune response.