The incidence and prevalence of non-tuberculous mycobacteria (NTM) infections are steadily increasing worldwide, partially due to the increased incidence of immunocompromised conditions, such as the post-transplantation state. The importance of proper diagnosis and management of NTM infection has been recently recognized. Host immunological responses play integral roles in vulnerability to NTM infections, and may contribute to the onset of specific types of NTM infection. Furthermore, distinct NTM species are known to affect and attenuate these host immune responses in unique manners. Therefore, host immune responses must be understood with respect to each causative NTM species. Here, we review innate, cellular-mediated, and humoral immunity to NTM and provide perspectives on novel diagnostic approaches regarding each NTM species.