Currently there are no sufficiently validated biomarkers to aid the evaluation of new tuberculosis vaccine candidates, the improvement of tuberculosis diagnostics or the development of more effective and shorter treatment regimens. To date, the detection of Mycobacterium tuberculosis or its products has not been able to adequately address these needs. Understanding the interplay between the host immune system and M. tuberculosis may provide a platform for the identification of suitable biomarkers, through both unbiased and targeted hypothesis-driven approaches. Here, we review immunological markers, their relation to M. tuberculosis infection stages and their potential use in the fight against tuberculosis.