One of the defense mechanisms of the host is the trained immunity, an immune component of the innate immunity, also known as innate immune memory. The trained immunity is defined as an exacerbated protection of an organism to a foreign body, such as a pathogenic microorganism, upon a second contact with it. This kind of immunity does not involve the components of acquired immunity, such as the B lymphocytes or T lymphocytes. It relies heavily on the cellular and molecular machinery of the innate response. Trained immunity is described as being present in both invertebrates and vertebrates, but its mechanisms have only recently begun to be elucidated, particularly in the vertebrates. Today, most of the research about innate immune memory deals with vertebrate models, forgetting that this mechanism exists in invertebrates. Investigating trained immunity in invertebrates gives the advantage to work with models naturally lacking acquired immunity. The aim of this review is to take stock of the knowledge concerning the trained immunity entailed in invertebrates.