Malaria is one of the most life-threatening infectious diseases worldwide. Specific immunity to natural infection is acquired slowly despite a high degree of repeated exposure and rarely continues for a long time even in endemic areas. Malaria parasites have evolved to acquire diverse immune evasion mechanisms that evoke poor immune responses and allow infection of individuals previously exposed. The shrewd schema of malaria parasites also hampers the development of effective vaccines. Furthermore, some of those mechanisms are essential for malaria pathogenesis. In this article, an outline of protective immunity to malaria is given, then strategies used by malaria parasites to evade host immunity, including antigen diversity/polymorphism, antigen variation and total immune suppression, are reviewed. Finally, trials to control malaria based on accumulating insights into the host-parasite relationship are discussed.