The avian eggshell is a highly ordered mineralized structure that isolates and protects the embryo from environmental fluctuations during its development. This calcitic eggshell, which also contains 3% protein including antimicrobial proteins and peptides, constitutes the first level of egg defence, acting as a physical and molecular barrier against environmental changes, pathogenic microorganisms or dehydration. However, during the second half of the chicken development, the avian embryo uses the minerals of the eggshell, mainly calcium, for the mineralization of its skeleton. The thinning and weakening of the eggshell resulting from the demineralization of its inner surface facilitates chick emergence at the end of incubation but is likely to increase the susceptibility of the embryo to microbial contaminations. The hypothesis is that the antimicrobial proteins occluded in the mineral phase of the eggshell may be released together with the calcium during eggshell solubilisation and may form a local protective proteinaceous film onto the inner surface of the eggshell. Indeed, some authors have pointed out the potential dual role of certain eggshell matrix proteins in both mineralization (during eggshell formation in the hen uterus) and antimicrobial protection (during embryo development). Decalcification of the eggshell is mediated by the chorioallantoic membrane (CAM), a highly vascularized extra-embryonic membrane that develops on the inner surface of the eggshell from the fifth day of incubation, onwards. It covers the entire inner surface of the eggshell by the eleventh day of incubation. Besides its major role in calcium metabolism and mineral transport, the CAM is likely to play a major role in innate immunity. Indeed, its strategic position (in contact with the inner surface of the eggshell) and its well-developed vascularization allow the local recruitment of immune cells in case of bacterial penetration through a defective eggshell. The CAM also expresses antimicrobial molecules as well as other components of innate immunity (cytokines). Using the chicken embryo as a model of mineralized structure, this review will shed light on the mechanisms that allowed calcitic eggs to adapt to terrestrial environments, and the fine regulation between the mineralized structures of the egg and the extra-embryonic cellular structures to maintain protection of the embryo throughout incubation.