In this review, we explore the state-of-the-art of sand fly relationships with microbiota, viruses and Leishmania, with particular emphasis on the vector immune responses. Insect-borne diseases are a major public health problem in the world. Phlebotomine sand flies are proven vectors of several aetiological agents including viruses, bacteria and the trypanosomatid Leishmania, which are responsible for diseases such as viral encephalitis, bartonellosis and leishmaniasis, respectively. All metazoans in nature coexist intimately with a community of commensal microorganisms known as microbiota. The microbiota has a fundamental role in the induction, maturation and function of the host immune system, which can modulate host protection from pathogens and infectious diseases. We briefly review viruses of public health importance present in sand flies and revisit studies done on bacterial and fungal gut contents of these vectors. We bring this information into the context of sand fly development and immune responses. We highlight the immunity mechanisms that the insect utilizes to survive the potential threats involved in these interactions and discuss the recently discovered complex interactions among microbiota, sand fly, Leishmania and virus. Additionally, some of the alternative control strategies that could benefit from the current knowledge are considered.