The possibility of immunological memory in invertebrates is a topic that has recently attracted a lot of attention. Today, even vertebrates are known to exhibit innate immune responses that show memory-like properties, and since these responses are triggered by cells that are involved in the innate immune system, it seems that immune specificity and immune memory do not necessarily require the presence of B cells and T cells after all. This kind of immune response has been called “immune priming” or “trained immunity”. In this report, we review recent observations and our current understanding of immunological memory within the innate immune system in cultured shrimp and crayfish after vaccination with live vaccine, killed vaccine and subunit vaccines. We also discuss the possible mechanisms involved in this immune response.