Trained immunity (TRAIM) may be defined as a form of memory where innate immune cells such as monocytes, macrophages, dendritic and natural killer (NK) cells undergo an epigenetic reprogramming that enhances their primary defensive capabilities. Cross-pathogen protective TRAIM can be triggered in different hosts by exposure to live microbes or microbe-derived products such as heat-inactivated Mycobacterium bovis or with the glycan alpha-Gal to elicit protective responses against several pathogens. We review the TRAIM paradigm using two models representing distinct scales of immune sensitization: the whole bacterial cell and one of its building blocks, the polysaccharides or glycans. Observations point out to macrophage lytic capabilities and cytokine regulation as two key components in non-specific innate immune responses against infections. The study of the TRAIM response deserves attention to better characterize the evolution of host-pathogen cooperation both for identifying the aetiology of some diseases and for finding new therapeutic strategies. In this field, the zebrafish provides a convenient and complete biological system that could help to deepen in the knowledge of TRAIM-mediated mechanisms in pathogen-host interactions.