The success of dental implantation depends on both mechanical stability and the host’s immune response to the implanted biomaterials. Osteoimmunology emphasizes that early immune responses at the implant-tissue interface are critical for bone healing and long-term osseointegration. The immune response primarily consists of immune cells, particularly macrophages, neutrophils, and lymphocytes, which interact with osteogenic cells through cytokine networks and signalling pathways, such as RANK/RANKL/OPG. Additionally, it modulates both bone formation and resorption. This review focuses on summarizing the mechanisms that shape the immune response around implants by dental implant materials. It describes mechanisms related to bulk composition, surface topography, and mechanical properties, and highlights macrophage polarization and the transition from inflammation to regeneration. The review discusses current immunomodulatory strategies, including bioactive surfaces, ion doping, nanopatterning, drug-releasing surfaces, and responsive materials, as well as advances enabled by additive manufacturing. The review also discusses experimental models used to study osteoimmunological interactions and the clinical significance of immune dysregulation in peri-implant diseases. The design of biomaterials based on osteoimmunology represents a shift toward immune-compatible implants that aim to improve regenerative outcomes and long-term implant success.