Zika virus (ZIKV) infection and its associated congenital and other neurological disorders, particularly microcephaly and other fetal developmental abnormalities, constitute a World Health Organization (WHO) Zika Virus Research Agenda within the WHO’s R&D Blueprint for Action to Prevent Epidemics, and continue to be a Public Health Emergency of International Concern (PHEIC) today. ZIKV pathogenicity is initiated by viral infection and propagation across multiple placental and fetal tissue barriers, and is critically strengthened by subverting host immunity. ZIKV immune evasion involves viral non-structural proteins, genomic and non-coding RNA and microRNA (miRNA) to modulate interferon (IFN) signaling and production, interfering with intracellular signal pathways and autophagy, and promoting cellular environment changes together with secretion of cellular components to escape innate and adaptive immunity and further infect privileged immune organs/tissues such as the placenta and eyes. This review includes a description of recent advances in the understanding of the mechanisms underlying ZIKV immune modulation and evasion that strongly condition viral pathogenesis, which would certainly contribute to the development of anti-ZIKV strategies, drugs, and vaccines.