Implantation of an embryo occurs during the mid-secretory phase of the menstrual cycle, known as the "implantation window." During this implantation period, there are significant morphologic and functional changes in the endometrium, which is followed by decidualization. Many immune cells, such as dendritic and natural killer (NK) cells, increase in number in this period and early pregnancy. Recent works have revealed that antigen-presenting cells (APCs) and NK cells are involved in vascular remodeling of spiral arteries in the decidua and lack of APCs leads to failure of pregnancy. Paternal and fetal antigens may play a role in the induction of immune tolerance during pregnancy. A balance between effectors (i.e., innate immunity and helper T [Th] 1 and Th17 immunity) and regulators (Th2 cells, regulatory T cells, etc.) is essential for establishment and maintenance of pregnancy. The highly complicated endocrine-immune network works in decidualization of the endometrium and at the fetomaternal interface. We will discuss the role of immune cells in the implantation period and during early pregnancy.