The immune system is inordinately complex with many interacting components determining overall outcomes. Mathematical and computational modelling provides a useful way in which the various contributions of different immunological components can be probed in an integrated manner. Here, we provide an introductory overview and review of mechanistic simulation models. We start out by briefly defining these types of models and contrasting them to other model types that are relevant to the field of immunology. We follow with a few specific examples and then review the different ways one can use such models to answer immunological questions. While our examples focus on immune responses to infection, the overall ideas and descriptions of model uses can be applied to any area of immunology.