Prolactin (PRL) hormone has been considered as a cytokine able to modulate immune response in mammals. In addition, particular effects of this hormone on inflammatory response have been documented in autoimmune diseases, whereas its effects on innate immune response during infectious diseases are in general, unknown. The objective of this review is to present the state of art in the role of PRL on innate immune response during the establishment and progress of different infectious diseases caused by bacteria, fungi and protozoa in mammals. Most of the knowledge about actions of PRL is restricted to protozoa, where the hormone has mainly a protective role during infection. The effects of PRL on innate immune response to bacterial and fungal infections are poorly understood, but some evidences exist that demonstrate phagocytosis induction, which can be considered either as a protective role to kill pathogenic microorganisms, or as a factor that favors pathogens to persist intracellularly. Here, we will discuss that PRL effects on innate immune response to infection depend on the pathogenic microorganism, host, immunological state of organisms, PRL variant involved, as well as its concentration.