Trained immunity, independent of the T and B cells and distinct from the characteristic of traditional innate immune, is a memorial innate immune response. The organism can show increased responsiveness upon subsequent stimulation with the same or a different stimulus, well after the initial challenge. Trained immunity, as a new concept, involves the interaction of innate immune and the metabolic and epigenetic mechanisms. Based on this, we summarized the effects of stimulation such as LPS, BCG, and hormones on epigenetic and metabolic modifications of innate immune cells such as monocytes/macrophages and natural killer cells, as well as non-classical immune cells, and explored the long-term vision of modulating training immunity in inflammation, nervous system diseases and COVD-19. In this review we discussed the activation of trained immunity, involved trained cells and the mechanisms of metabolic and epigenetic reprogramming, as well as the latest insights into disease of trained immunity.