Pneumoconiosis is a type of occupational disease with extensive influence and serious harm. It is a systemic disease of diffuse pulmonary fibrosis caused by the inhalation of industrial dust into the lungs, and pneumoconiosis can continue to progress without further dust exposure, eventually leading to respiratory failure and death. With the wide application of new materials, new technologies and new crafting, the increasing demand for industrial materials, the survival of a large number of dust-exposed workers during the industrial boom in the 20th century, the incidence and cumulative number of pneumoconiosis cases continued to remain high, which caused a vast economic burden to the society. The pathogenesis of pneumoconiosis is relatively complex and known to be related to mechanical stimulation, oxidative stress, inflammation, immune response, and genetic predisposition. The immune system, as the defense of the body, plays an important role in the development of pneumoconiosis. This paper reviews the recent progress on the immunological pathogenesis of pneumoconiosis.