Severe Acute Respiratory Syndrome (SARS), Middle East Respiratory Syndrome (MERS), and Coronavirus Disease 2019 (COVID-19) infections are the three epidemiological diseases caused by the Coronaviridae family. Perceiving the immune responses in these infections and the escape of viruses could help us design drugs and vaccines for confronting these infections. This review investigates the innate and adaptive immune responses reported in the infections of the three coronaviruses SARS, MERS, and COVID-19. Moreover, the present study can trigger researchers to design and develop new vaccines and drugs based on immune system responses. In conclusion, due to the need for an effective and efficient immune stimulation against coronavirus, a combination of several strategies seems necessary for developing the vaccine.