The immune system is a complex set of physiological mechanisms whose general aim is to defend the organism against non-self-bodies, such as pathogens (bacteria, viruses, parasites), as well as cancer cells. Circadian rhythms are endogenous 24-h variations found in virtually all physiological processes. These circadian rhythms are generated by circadian clocks, located in most cell types, including cells of the immune system. This review presents an overview of the clocks in the immune system and of the circadian regulation of the function of immune cells. Most immune cells express circadian clock genes and present a wide array of genes expressed with a 24-h rhythm. This has profound impacts on cellular functions, including a daily rhythm in the synthesis and release of cytokines, chemokines and cytolytic factors, the daily gating of the response occurring through pattern recognition receptors, circadian rhythms of cellular functions such as phagocytosis, migration to inflamed or infected tissue, cytolytic activity, and proliferative response to antigens. Consequently, alterations of circadian rhythms (e.g., clock gene mutation in mice or environmental disruption similar to shift work) lead to disturbed immune responses. We discuss the implications of these data for human health and the areas that future research should aim to address.