Atherosclerosis is a chronic inflammatory disease of the arterial wall initiated by a variety of pro-atherogenic stimuli, such as modified epitopes of phospholipids. Both innate and adaptive immune responses contribute to disease initiation and progression. Here, we review the major cytokines involved in this immuno-inflammatory response, and shown to significantly impact disease initiation and/or progression in murine models. We particularly emphasize the role of the regulatory arm of the immune response in disease modulation, and review the major factors that may be involved in its promotion or alteration.