Infertility, impacting a significant number of couples, is characterized by the failure to conceive after one year of consistent, unprotected sexual intercourse. It is multifactorial, with etiological contributors including ovulatory dysfunction, male reproductive anomalies, and tubal patency issues. Approximately 15% of infertility cases are classified as "unexplained," highlighting the complexity of this condition. Lifestyle determinants such as obesity and smoking further complicate reproductive outcomes, while infertility can also indicate underlying chronic health conditions. A specialized category, immune infertility, arises from a breakdown of immunological tolerance, an essential aspect for conception and the maintenance of pregnancy. The role of various immunological components, including immune cells, cytokines, chemokines, factors like HLA-G, etc., is pivotal in this context. Moreover, non-coding RNAs (ncRNAs) have emerged as critical regulators of immune tolerance within the reproductive axis. This review synthesizes the complex immunological pathways vital for successful implantation and the early stages of pregnancy alongside the regulatory roles of ncRNAs in these processes. Offering an integrated view of molecular and immunological interactions associated with infertility seeks to enhance our understanding of potential strategies to facilitate successful conception and sustain early pregnancy.