In the last three decades, the aquaculture sector has experienced a 527% growth, producing 82 million tons for a first sale value estimated at 250 billion USD. Infectious diseases caused by bacteria, viruses, or parasites are the major causes of mortality and economic losses in commercial aquaculture. Some pathologies, especially those of bacterial origin, can be treated with commercially available drugs, while others are poorly managed. In fact, despite having been recognized as a useful preventive measure, no effective vaccination against many economically relevant diseases exist yet, such as for viral and parasitic infections. The objective of the present review is to provide the reader with an updated perspective on the most significant and innovative vaccine research on three key aquaculture commodities. European sea bass (Dicentrarchus labrax), Nile tilapia (Oreochromis niloticus), and Atlantic salmon (Salmo salar) were chosen because of their economic relevance, geographical distinctiveness, and representativeness of different culture systems. Scientific papers about vaccines against bacterial, viral, and parasitic diseases will be objectively presented; their results critically discussed and compared; and suggestions for future directions given.