Immune response is one of the functions that have been more strongly targeted by natural selection during human evolution. The evolutionary genetic dissection of the immune system has greatly helped to distinguish genes and functions that are essential, redundant or advantageous for human survival. It is also becoming increasingly clear that admixture between early Eurasians with now-extinct hominins such as Neanderthals or Denisovans, or admixture between modern human populations, can be beneficial for human adaptation to pathogen pressures. In this review, we discuss how the integration of population genetics with functional genomics in diverse human populations can inform about the changes in immune functions related to major lifestyle transitions (e.g., from hunting and gathering to farming), the action of natural selection to the evolution of the immune system, and the history of past epidemics. We also highlight the need of expanding the characterization of the immune system to a larger array of human populations-particularly neglected human groups historically exposed to different pathogen pressures-to fully capture the relative contribution of genetic, epigenetic, and environmental factors to immune response variation in humans.