Pneumocystis pneumonia is a severe lung infection that occurs primarily in largely immunocompromised patients. Few treatment options exist, and the mortality rate remains substantial. To develop new strategies in the fields of diagnosis and treatment, it appears to be critical to improve the scientific knowledge about the biology of the Pneumocystis agent and the course of the disease. In the absence of in vitro continuous culture system, in vivo animal studies represent a crucial cornerstone for addressing Pneumocystis pneumonia in laboratories. Here, we provide an overview of the animal models of Pneumocystis pneumonia that were reported in the literature over the last 60 years. Overall, this review highlights the great heterogeneity of the variables studied: the choice of the host species and its genetics, the different immunosuppressive regimens to render an animal susceptible, the experimental challenge, and the different validation methods of the model. With this work, the investigator will have the keys to choose pivotal experimental parameters and major technical features that are assumed to likely influence the results according to the question asked. As an example, we propose an animal model to explore the immune response during Pneumocystis pneumonia.