On the basis of the mechanisms of action and characteristics of immune effects, immunity is generally divided into innate and adaptive immunity. Adaptive immunity is associated with the response to non-self entities and is characterized by high specificity and memory. In contrast, innate immunity is believed to lack memory. However, an increasing number of studies have sought to challenge this traditional immunological dogma and have shown that innate immune cells respond to secondary stimulation more strongly and rapidly than to the primary triggers, thus providing evidence of the immune memory in innate immunity. Macrophages, which are among the most important innate immune cells, can also acquire memory that facilitates the mediation of recall responses. Macrophage memory is a relatively new concept that is revolutionizing our understanding of macrophage biology and immunological memory and could lead to a new class of vaccines and immunotherapies. In this review, we describe the characteristics and mechanisms of macrophage memory, as well as its key roles in various diseases.