Unlike other protozoan parasites, African trypanosomes never enter the host cell at any stage of their development. Instead, these parasites swim freely in the immunologically hostile host tissue fluids. During the course of infection, a complex interaction between the host immune responses and trypanosome survival strategies occurs. Continued contacts with the host’s immune system occurring during the course of infection could have provided strong selection pressure for African trypanosomes to evolve very sophisticated mechanisms to evade immune killing to survive the hostile immunological environment in the infected host. This review discusses some of the documented immunological evasion mechanisms African trypanosomes employ for their survival and perpetuity.