Fabry disease is an X-linked lysosomal storage disease in which mutations of the gene (GLA) cause a deficiency of the lysosomal hydrolase α-galactosidase A (α-Gal). This defect results in an accumulation of glycosphingolipids, primarily globotriaosylceramide (Gb3) which causes a multisystemic vasculopathy. Available since 2001 in Europe, enzyme replacement therapy consists in the administration of agalsidase, a recombinant form of α-galactosidase A. Enzyme replacement therapy was shown to improve the global prognosis but allowed partial success in preventing critical events such as strokes and cardiac arrests. As in most lysosomal storage diseases, frequent immune reactions have been described in naive Fabry disease patients. Humoral immune responses following enzyme replacement therapy have also been described, with unclear consequences on the progression of the disease. While cost-effectiveness of enzyme replacement therapy in Fabry disease begins to be questioned and new therapeutic strategies arise such as chaperone or gene therapy, it appears necessary to better understand the immune responses observed in the treatment of naive patients and during enzyme replacement therapy with agalsidase. We propose a comprehensive review of the available literature concerning both innate and adaptive responses observed in Fabry disease. We particularly highlight the probable role of the toll-like receptor 4 (TLR4) and CD1d pathways triggered by Gb3 accumulation in the development of local and systemic inflammation that could lead to irreversible organ damages. We propose an immunological point of view of Fabry disease pathogenesis involving immune cells notably the invariant natural killer T cells. We finally review anti-agalsidase antibodies, their development and impact on outcomes.