Recent findings in the field of immune memory have demonstrated that B and T cell mediated immunity following infections are enhanced by the so-called trained immunity. This effect has been most extensively investigated for the tuberculosis vaccine strain Bacillus Calmette-Guérin (BCG). Epidemiological studies suggest that this vaccine is associated with a substantial reduction in overall child mortality that cannot be solely explained by prevention of the target disease but that it seems to rely on inducing resistance to other infections. Upon infection or vaccination, monocytes/macrophages can be functionally reprogrammed so as to display an enhanced defensive response against unrelated infections. Epigenetic modifications seem to play a key role in the induction of this "innate memory." These findings are revolutionising our knowledge of the immune system, introducing the concept of memory also for mammalian innate immunity. Thus, vaccines are likely to nonspecifically affect the overall immunological status of individuals in a clinically relevant manner. As a consequence, future vaccine strategies ought to take into account the contribution of innate memory through appropriate design of formulations and administration scheduling.