Leishmaniases are worldwide diseases transmitted to the vertebrate host by the bite of an infected sand-fly. Sand-fly biting and parasite inoculation are accompanied by the injection of salivary molecules, whose immunomodulatory properties are actively being studied. This mini review focuses on how the interactions between sand-fly saliva and the immune system may shape the outcome of infection, given its immunomodulatory properties, in experimental models and in the endemic area. Additionally, we approach the recent contributions regarding the identification of individual salivary components and how these are currently being considered as additional components of a vaccine against leishmaniasis.