Sleep deficiency and insomnia deteriorate the quality of patients’ lives, yet the exact influence of these factors on the immune system has only begun to gain interest in recent years. Growing evidence shows that insomnia is a risk factor for numerous diseases, including common infections and autoimmune diseases. Levels of inflammatory markers also seem to be abnormal in sleep deficient individuals, which may lead to low-grade inflammation. The interpretation of studies is difficult due to the equivocal term “sleep disturbances,” as well as due to the various criteria used in studies. This narrative review aims to summarize the available knowledge regarding the bidirectional influence of the immune system and sleep disturbances.