Sarcoidosis is an inflammatory disease marked by a paradoxical immune status. The anergic state, which results from various immune defects, contrasts with the inflammatory formation of granulomas. Sarcoidosis patients may be at risk for opportunistic infections (OIs) and a substantial number of cases have been reported, even in untreated sarcoidosis. It is not clear how OIs in patients with sarcoidosis are different from other groups at risk. In this review, we discuss the most common OIs: mycobacterial infection (including tuberculosis), cryptococcosis, progressive multifocal leukoencephalopathy, and aspergillosis. Unlike peripheral lymphocytopenia, corticosteroids are a major risk factor for OIs but the occurrence of Ols in untreated patients suggests more complex predisposing mechanisms. Opportunistic infections presenting with extrapulmonary features are often misdiagnosed as new localizations of sarcoidosis. Aspergillomas mostly develop on fibrocystic lungs. Overall, physicians should be aware of the possible occurrence of OIs during sarcoidosis, even in untreated patients.