Successful colonization of the host by bacterial pathogens relies on their capacity to evade the complex and powerful defenses opposed by the host immune system, at least in the initial phases of infection. The two toxins of Bacillus anthracis, lethal toxin and edema toxin, appear to have been shaped by evolution to assist the microorganism in this crucial function, in addition to act as general toxins acting on almost all cell types. Edema toxin causes a consistent elevation of cAMP, an important second messenger the production of which is normally strictly controlled in mammalian cells, whereas lethal toxin cleaves most isoforms of mitogen-activated protein kinase kinases. By disrupting or subverting central modules common to all the principal signaling networks which control immune cell activation, effector function and migration, the anthrax toxins effectively and systematically dismantle both the innate and the adaptive immune defenses of the host. Here, we review the specific effects of the lethal and edema toxins of B. anthracis on the activation and function of phagocytes, dendritic cells and lymphocytes. We also discuss some open issues which should be addressed to gain a comprehensive insight into the complex relationship that B. anthracis establishes with the host.