Pathogenic microorganisms entail enormous problems for humans, livestock, and crop plants. A better understanding of the different infection strategies of the pathogens enables us to derive optimal treatments to mitigate infectious diseases or develop vaccinations preventing the occurrence of infections altogether. In this review, we highlight the current trends in mathematical modeling approaches and related methods used for understanding host-pathogen interactions. Since these interactions can be described on vastly different temporal and spatial scales as well as abstraction levels, a variety of computational and mathematical approaches are presented. Particular emphasis is placed on dynamic optimization, game theory, and spatial modeling, as they are attracting more and more interest in systems biology. Furthermore, these approaches are often combined to illuminate the complexities of the interactions between pathogens and their host. We also discuss the phenomena of molecular mimicry and crypsis as well as the interplay between defense and counter defense. As a conclusion, we provide an overview of method characteristics to assist non-experts in their decision for modeling approaches and interdisciplinary understanding.