Malaria, a parasitic disease caused by infection with the species of Plasmodium and transmitted by Anopheles mosquito bites, is one of the major public health challenges that seriously threaten human health. Malaria parasites present diverse immune escape strategies to escape from the recognition and clearance of the host immune system, which poses a great challenge to the malaria control programme. This review presents the advances in the mechanisms underlying the immune escape of Plasmodium, including antigenic variation, epigenetic regulation, antagonism against IgM antibody, activation of the cyclic guanosine monophosphate-adenosine monophosphate (GMP-AMP) synthase-stimulator of interferon genes (cGAS-STING) signaling, suppression of splenic immune functions, and molecular camouflage, so as to provide insights into development of malaria vaccines and antimalarial agents and formulation of the malaria control strategy.