Immunogenicity of therapeutic proteins lowers patient well-being and drastically increases therapeutic costs. Preventing immunogenicity is an important issue to consider when developing novel therapeutic proteins and applying them in the clinic. Animal models are increasingly used to study immunogenicity of therapeutic proteins. They are employed as predictive tools to assess different aspects of immunogenicity during drug development and have become vital in studying the mechanisms underlying immunogenicity of therapeutic proteins. However, the use of animal models needs critical evaluation. Because of species differences, predictive value of such models is limited, and mechanistic studies can be restricted. This review addresses the suitability of animal models for immunogenicity prediction and summarizes the insights in immunogenicity that they have given so far.