Ongoing climate change has already been associated with increased disease outbreaks in wild and farmed fish. Here, we evaluate the current knowledge of climate change-related ecoimmunology in teleosts with a focus on temperature, hypoxia, salinity and acidification before exploring interactive effects of multiple stressors. Our literature review reveals that acute and chronic changes in temperature and dissolved oxygen can compromise fish immunity which can lead to increased disease susceptibility. Moreover, temperature and hypoxia have already been shown to enhance the infectivity of certain pathogens/parasites and to accelerate disease progression. Too few studies exist that have focussed on acidification, but direct immune effects seem to be limited while salinity studies have led to contrasting results. Likewise, multi-stressor experiments essential for unravelling the interactions of simultaneously changing environmental factors are still scarce. This ultimately impedes our ability to estimate to what extent climate change will hamper fish immunity. Our review about epigenetic regulation mechanisms highlights the acclimation potential of the fish immune response to changing environments. However, due to the limited number of epigenetic studies, overarching conclusions cannot be drawn. Finally, we provide an outlook on how to better estimate the effects of realistic climate change scenarios in future immune studies in fish.