Recent evidence has demonstrated the unique properties of the innate immune system, known as innate immune memory, immune priming, or trained immunity. These properties have been described as the ability of the innate immune system to learn from previous microbial experiences, which improves survival after subsequent infection. In this review, we present the state of knowledge on trained immunity in invertebrates and provide a comprehensive overview of these capabilities in cultured marine molluscs, which are currently threatened by recurrent diseases. Studies have shown that exposure to environmental microbiota, pathogens, or derived elements, can provide a stronger response and protection against future infections. These studies highlight common and distinct features of protection, mechanisms, specificity, and duration that vary with immune markers, and methods of stimulation. While the cellular and molecular basis of these responses is only partially understood, effects on phagocytosis, haemocyte populations, apoptosis, oxidative stress, and immune gene expression have been suggested. Finally, we propose a framework for future research to go beyond the current evidence and address potential limitations in the implementation of trained immunity‐based strategies to control disease. Immune training may provide a unique opportunity to promote the sustainable development of marine mollusc aquaculture.