The leishmaniases are a group of diseases caused by protozoa of the genus Leishmania which affects millions of people worldwide. The leishmaniases are transmitted to the vertebrate hosts by phlebotomine sand flies. In this review, we focus on clinical aspects of the leishmaniases and on the immune response against the parasite, both in animal models and humans. These aspects are of key importance to understand the many attempts to obtain an effective vaccine against Leishmania. We considered the last advances in new generation vaccines, including the use of new adjuvants to improve the protective response against the parasite. Finally, the possibility to use components of the sand fly saliva as part of vaccines against the infection by Leishmania is mentioned