Cnidarian bleaching is a breakdown in the mutualistic symbiosis between host Cnidarians, such as reef building corals, and their unicellular photosynthetic dinoflagellate symbionts. Bleaching is caused by a variety of environmental stressors, most notably elevated temperatures associated with global climate change in conjunction with high solar radiation, and it is a major contributor to coral death and reef degradation. This review examines the underlying cellular events that lead to symbiosis dysfunction and cause bleaching, emphasizing that, to date, we have only some pieces of a complex cellular jigsaw puzzle. Reactive oxygen species (ROS), generated by damage to both photosynthetic and mitochondrial membranes, is shown to play a central role in both injury to the partners and to inter-partner communication of a stress response. Evidence is presented that suggests that bleaching is a host innate immune response to a compromised symbiont, much like innate immune responses in other host-microbe interactions. Finally, the elimination or exit of the symbiont from host tissues is described through a variety of mechanisms including exocytosis, host cell detachment and host cell apoptosis.