Compared with the application of mathematical models to study human diseases, models that describe animal responses to pathogen challenges are relatively rare. The aim of this review is to explain and show the role of mathematical host-pathogen interaction models in providing underpinning knowledge for improving animal health and sustaining livestock production. Existing host-pathogen interaction models can be assigned to one of three categories: (i) models of the infection and immune system dynamics, (ii) models that describe the impact of pathogen challenge on health, survival and production and (iii) models that consider the co-evolution of host and pathogen. State-of-the-art approaches are presented and discussed for models belonging to the first two categories only, as they concentrate on the host-pathogen dynamics within individuals. Models of the third category fall more into the class of epidemiological models, which deserve a review by themselves. An extensive review of published models reveals a rich spectrum of methodologies and approaches adopted in different modelling studies, and a strong discrepancy between models concerning diseases in animals and models aimed at tackling diseases in humans (most of which belong to the first category), with the latter being generally more sophisticated. The importance of accounting for the impact of infection not only on health but also on production poses a considerable challenge to the study of host-pathogen interactions in livestock. This has led to relatively simplistic representations of host-pathogen interaction in existing models for livestock diseases. Although these have proven appropriate for investigating hypotheses concerning the relationships between health and production traits, they do not provide predictions of an animal's response to pathogen challenge of sufficient accuracy that would be required for the design of appropriate disease control strategies. A synthesis between the modelling methodologies adopted in categories 1 and 2 would therefore be desirable. The progress achieved in mathematical modelling to study immunological processes relevant to human diseases, together with the current advances in the generation and analysis of biological data related to animal diseases, offers a great opportunity to develop a new generation of host-pathogen interaction models that take on a fundamental role in the study and control of disease in livestock.