Temperature is an important environmental modulator of teleost immune activity. Susceptibility of teleosts to temperature variation depends on the species-specific adaptive temperature range, and the activity of the teleost immune system is generally temperature-dependent. Similar to many physiological and metabolic traits of ectotherms, temperature modulates the activity of immune traits. At low temperatures, acquired immunity of many teleost species is down-modulated, and their immuno-competence mainly depends on innate immunity. At intermediate temperatures, both innate and acquired immunity are fully active and provide optimal protection, including long-lasting immunological memory. When temperatures increase and reach the upper permissive range, teleost immunity is compromised. Moreover, temperature shifts may have negative effects on teleost immune functions, in particular if shifts occur rapidly with high amplitudes. On the contrary, short-term temperature increase may help teleost immunity to fight against pathogens transiently. A major challenge to teleosts therefore is to maintain immuno-competence throughout the temperature range they are exposed to. Climate change coincides with rising temperatures, and more frequent and more extreme temperature shifts. Both are likely to influence the immuno-competence of teleosts. Nonetheless, teleosts exist in habitats that differ substantially in temperature, ranging from below zero in the Arctic's to above 40°C in warm springs, illustrating their enormous potential to adapt to different temperature regimes. The present review seeks to discuss how changes in temperature variation, induced by climate change, might influence teleost immunity.