The paradigm that only adaptive immunity can develop immunological memory has recently been challenged by studies showing that cells from the innate immune system can undergo functional reprogramming, facilitating a faster and enhanced response to secondary infections. This improved secondary response is not always specific, as it can also protect from infections caused by non-related pathogens. This has been termed innate immune memory or trained immunity. Trained immunity not only involves rewiring the intracellular immune signaling of innate immune cells, but also induces profound changes in cellular metabolic pathways such as glycolysis, oxidative phosphorylation, fatty acid and amino acid metabolism, increasing the capacity of the innate immune cells to respond to a secondary stimulation. The understanding of these intracellular processes opens new therapeutic possibilities for the modulation of the innate immune responses during infections and inflammatory diseases.