The concept of “trained innate immunity” is understood as the ability of innate immune cells to remember invading agents and to respond nonspecifically to reinfection with increased strength. Trained immunity is orchestrated by epigenetic modifications leading to changes in gene expression and cell physiology. Although this phenomenon was originally seen mainly as a beneficial effect, since it confers broad immunological protection, enhanced immune response of reprogrammed innate immune cells might result in the development or persistence of chronic metabolic, autoimmune or neuroinfalmmatory disorders. This paper overviews several examples where the induction of trained immunity may be essential in the development of diseases characterized by flawed innate immune response.