Immunological memory was long considered a trait exclusive to cells of the adaptive immune system. However, recent studies have shown that after activation of the innate immune system, innate immune cells may undergo long-term functional reprogramming characterized by the ability to mount either a stronger or attenuated inflammatory response upon reactivation. This phenomenon, which has been termed trained immunity and is a de facto innate immune memory, is regulated by a network of integrated metabolic and epigenetic rewiring. The endogenous mediators that modulate trained immunity in the host are only partially understood, but increasing evidence supports the concept that the interleukin (IL)-1 family of cytokines plays an important role. In this review, we will highlight key findings from studies that provide insight into the multifaceted roles of members of the IL-1 family for trained immunity. Finally, we will discuss how the recent advances of our understanding on the role of IL-1 cytokines in this field may lead to new therapeutic strategies for treatment of common conditions, such as IL-1-driven autoinflammatory diseases.