Chikungunya virus (CHIKV), an alphavirus, has been responsible for large epidemic outbreaks with serious economic and social impact during the last 6 years. Transmitted by Aedes mosquitoes, it causes Chikungunya fever, an acute illness in patients with a stooped posture often associated with chronic and incapacitating arthralgia. The unprecedented re-emergence has stimulated renewed interest in CHIKV. This review discusses the advantages and disadvantages of different animal models for CHIKV infections and their importance to study the role of the immune system in different pathologies caused by CHIKV. We also reveal how such studies still present a difficult challenge, but are indispensible for mechanistic studies to further understand the pathophysiology of CHIKV infections.