Acquisition of immunological memory is an important evolutionary strategy that evolved to protect the host from repetitive challenges from infectious agents. It was believed for a long time that memory formation exclusively occurs in the adaptive part of the immune system with the formation of highly specific memory T cells and B cells. In the past 10-15 years, it has become clear that innate immune cells, such as monocytes, natural killer cells, or neutrophil granulocytes, also have the ability to generate some kind of memory. After the exposure of innate immune cells to certain stimuli, these cells develop an enhanced secondary response with increased cytokine secretion even after an encounter with an unrelated stimulus. This phenomenon has been termed trained innate immunity (TI) and is associated with epigenetic modifications (histone methylation, acetylation) and metabolic alterations (elevated glycolysis, lactate production). TI has been observed in tissue-resident or circulating immune cells but also in bone marrow progenitors. Risk-factors for cardiovascular diseases (CVDs) which are associated with low-grade inflammation, such as hyperglycemia, obesity, or high salt, can also induce TI with a profound impact on the development and progression of CVDs. In this review, we briefly describe basic mechanisms of TI and summarize animal studies which specifically focus on TI in the context of CVDs.