Polycystic Kidney Disease (PKD) triggers a robust immune system response including changes in both innate and adaptive immunity. These changes involve immune cells (e.g., macrophages and T cells) as well as cytokines and chemokines (e.g., MCP-1) that regulate the production, differentiation, homing, and various functions of these cells. This review is focused on the role of the immune system and its associated factors in the pathogenesis of PKDs as evidenced by data from cell-based systems, animal models, and PKD patients. It also highlights relevant pre-clinical and clinical studies that point to specific immune system components as promising candidates for the development of prognostic biomarkers and therapeutic strategies to improve PKD outcomes.