Hepatitis E virus is an important emerging pathogen producing a lethal impact on the pregnant population and immunocompromised patients. Starting in 1983, it has been described as the cause for acute hepatitis transmitted via the fecal–oral route. However, zoonotic and blood transfusion transmission of HEV have been reported in the past few decades, leading to the detailed research of HEV pathogenesis. The reason behind HEV being highly virulent to the pregnant population particularly during the third trimester, leading to maternal and fetal death, remains unknown. Various host factors (immunological, nutritional, hormonal) and viral factors have been studied to define the key determinants assisting HEV to be virulent in pregnant and immunocompromised patients. Similarly, chronic hepatitis is seen particularly in solid organ transplant patients, resulting in fatal conditions. This review describes recent advances in the immunopathophysiology of HEV infections in general, pregnant, and immunocompromised populations, and further elucidates the in vitro and in vivo models utilized to understand HEV pathogenesis.