Malaria is one of the deadliest infectious diseases in the world. Immune responses to Plasmodium falciparum malaria vary among individuals and between populations. Human genetic variation in immune system genes is likely to play a role in this heterogeneity. Natural killer (NK) cells produce inflammatory cytokines in response to malaria infection, kill intraerythrocytic Plasmodium falciparum parasites by cytolysis, and participate in the initiation and development of adaptive immune responses to plasmodial infection. These functions are modulated by interactions between killer-cell immunoglobulin-like receptors (KIR) and human leukocyte antigens (HLA). Therefore, variations in KIR and HLA genes can have a direct impact on NK cell functions. Understanding the role of KIR and HLA in immunity to malaria can help to better characterize antimalarial immune responses. In this review, we summarize the different KIR and HLA so far associated with immunity to malaria.