Approximately 40 million whooping cough cases and between 200,000 and 400,000 pertussis-linked deaths are recorded each year. Although several types of vaccines are licensed and widely used, Bordetella pertussis continues to circulate in populations with high vaccine coverage of infants and children due to the waning of protection induced by the vaccination. B. pertussis typically expresses a wide array of virulence factors which promote bacterial adhesion and invasion by altering the local environment, including pertussis toxin, tracheal cytotoxin, adenylate cyclase toxin, filamentous hemagglutinin, and the lipooligosaccharide. The virulence factors of B. pertussis also possess immunomodulatory properties, exerted through their enzymatic and receptor-binding activities. Both pro- and anti-inflammatory effects are mediated, that can subvert host innate and adaptive immunity and favor the onset of a long-term infection. This review describes the capacities of B. pertussis virulence factors to modulate host immune responses and the mechanisms employed, which have been the subject of extensive research in the recent years, both in murine and human experimental systems. Knowledge of these mechanisms is gaining increasing importance, since it could provide in the near future the basis for the identification of therapeutic agents for modulating the immune system as well as novel molecular targets to treat pertussis.