Altered nutritional behavior in Western societies has unleashed numerous metabolic disorders, intimately linked to profound disruptions of the immune system. Here we summarize how nutrition modulates innate immunity. We outline recent findings regarding nutrient signaling and we particularly focus on the collateral impact of nutrition on the microbiome and on the bile acid (BA) pool. We discuss how the integration of postprandial signals by the gut microbiota, along with the absorption routes of metabolites, differentially affects immune niches to orchestrate immune responses. Finally, we discuss the potential consequences of these signals in the light of trained immunity. A better understanding of nutrition signaling will permit the optimization of therapeutic and dietary strategies against the arising immune disorders.