One of the greatest challenges in biomedicine is to get a unified view of observations made from the molecular up to the organism scale. Towards this goal, multiscale models have been highly instrumental in contexts such as the cardiovascular field, angiogenesis, neurosciences and tumour biology. More recently, such models are becoming an increasingly important resource to address immunological questions as well. Systematic mining of the literature in multiscale modelling led us to identify three main fields of immunological applications: host-virus interactions, inflammatory diseases and their treatment and development of multiscale simulation platforms for immunological research and for educational purposes. Here, we review the current developments in these directions, which illustrate that multiscale models can consistently integrate immunological data generated at several scales, and can be used to describe and optimize therapeutic treatments of complex immune diseases.