Canine chronic inflammatory enteropathy (CIE) is one of the most common chronic gastrointestinal diseases affecting dogs worldwide. Genetic and environmental factors, as well as intestinal microbiota and dysregulated host immune responses, participate in this multifactorial disease. Despite advances explaining the immunological and molecular mechanisms involved in CIE development, the exact pathogenesis is still unknown. This review compiles the latest reports and advances that describe the main molecular and cellular mechanisms of both the innate and adaptive immune responses involved in canine CIE pathogenesis. Future studies should focus research on the characterization of the immunopathogenesis of canine CIE in order to advance the establishment of biomarkers and molecular targets of diagnostic, prognostic, or therapeutic utility.