Multisystemic disease caused by Small Ruminant Lentiviruses (SRLV) in sheep and goats leads to production losses, to the detriment of animal health and welfare. This, together with the lack of treatments, has triggered interest in exploring different strategies of immunization to control the widely spread SRLV infection and, also, to provide a useful model for HIV vaccines. These strategies involve inactivated whole virus, subunit vaccines, DNA encoding viral proteins in the presence or absence of plasmids encoding immunological adjuvants and naturally or artificially attenuated viruses. In this review, we revisit, comprehensively, the immunization strategies against SRLV and analyze this double edged tool individually, as it may contribute to either controlling or enhancing virus replication and/or disease.