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This study aims to review the available data regarding the central role of immunity in combating SARS-CoV-2 infection and in the generation of protection by vaccination against COVID-19 in different age groups. Physiologically, the immune response and the components involved in it are variable, both functionally and quantitatively, in neonates, infants, children, adolescents, and adults. These immunological differences are mirrored during COVID-19 infection and in the post-vaccination period. The outcome of SARS-CoV-2 infection is greatly dependent on the reaction orchestrated by the immune system. This is clearly obvious in relation to the clinical status of COVID-19 infection, which can be symptomless, mild, moderate, or severe. Even the complications of the disease show a proportional pattern in relation to the immune response. On the contrary, the commonly used anti-COVID-19 vaccines generate protective humoral and cellular immunity. The magnitude of this immunity and the components involved in it are discussed in detail. Furthermore, many of the adverse effects of these vaccines can be explained on the basis of immune reactions against the different components of the vaccines. Regarding the appropriate choice of vaccine for different age groups, many factors have to be considered. This is a cornerstone, particularly in the following age groups: 1 day to 5 years, 6 to 11 years, and 12 to 17 years. Many factors are involved in deciding the route, doses, and schedule of vaccination for children. Another important issue in this dilemma is the hesitancy of families in making the decision about whether to vaccinate their children. Added to these difficulties is the choice by health authorities and governments concerning whether to make children’s vaccination compulsory. In this respect, although rare and limited, adverse effects of vaccines in children have been detected, some of which, unfortunately, have been serious or even fatal. However, to achieve comprehensive control over COVID-19 in communities, both children and adults have to be vaccinated, as the former group represents a reservoir for viral transmission. The understanding of the various immunological mechanisms involved in SARS-CoV-2 infection and in the preparation and application of its vaccines has given the sciences a great opportunity to further deepen and expand immunological knowledge. This will hopefully be reflected positively on other diseases through gaining an immunological background that may aid in diagnosis and therapy. Humanity is still in continuous conflict with SARS-CoV-2 infection and will be for a while, but the future is expected to be in favor of the prevention and control of this disease.