The human pathogenic nematode Strongyloides stercoralis infects approximately 30-100 million people worldwide. Analysis of the adaptive immune response to S. stercoralis beyond descriptive studies is challenging, as no murine model for the complete infection cycle is available. However, the combined employment of different models each capable of modelling some features of S. stercoralis life cycle and pathology has advanced our understanding of the immunological mechanisms involved in host defence. Here we review: (i) studies using S. stercoralis third stage larvae implanted in diffusion chambers in the subcutaneous tissue of mice that allow analysis of the immune response to the human pathogenic Strongyloides species; (ii) studies using Strongyloides ratti and Strongyloides venezuelensis that infect mice and rats to extend the analysis to the parasites intestinal life stage and (iii) studies using S. stercoralis infected gerbils to analyse the hyperinfection syndrome, a severe complication of human strongyloidiasis that is not induced by rodent specific Strongyloides spp. We provide an overview of the information accumulated so far showing that Strongyloides spp. elicits a classical Th2 response that culminates in different, site specific, effector functions leading to either entrapment and killing of larvae in the tissues or expulsion of parasitic adults from the intestine.