Kaposi’s sarcoma-associated herpesvirus (KSHV) has been consistently implicated in the pathogenesis of Kaposi’s sarcoma (KS), primary effusion lymphoma (PEL), and multicentric Castleman’s disease (MCD). The hallmark of KSHV infection is to establish life-long persistency that has imposed enormous pressure on this virus to escape host immune recognition. Although many of the mechanistic details require further elucidation, KSHV devotes a significant portion of its genome to gene products that together sabotage almost every aspect of host’s immune system. A more thorough understanding of these strategies helps to unravel the complexities of viral pathogenesis and may reveal targets for novel therapeutic strategies. This review provides an overview of the current understanding of how KSHV evades or mitigates the host immune response.