Leishmania parasites preferentially invade macrophages, the professional phagocytic cells, at the site of infection. Macrophages play conflicting roles in Leishmania infection either by the destruction of internalized parasites or by providing a safe shelter for parasite replication. In response to invading pathogens, however, macrophages induce an oxidative burst as a mechanism of defense to promote pathogen removal and contribute to signaling pathways involving inflammation and the immune response. Thus, oxidative stress plays a dual role in infection whereby free radicals protect against invading pathogens but can also cause inflammation resulting in tissue damage. The induced oxidative stress in parasitic infections triggers the activation in the host of the antioxidant response to counteract the damaging oxidative burst. Consequently, macrophages are crucial for disease progression or control. The ultimate outcome depends on dangerous liaisons between the infecting Leishmania spp. and the type and strength of the host immune response.