The gastrointestinal tract contains multiple types of immune cells that maintain the balance between tolerance and activation at the first line of host defense facing non-self antigens, including dietary antigens, commensal bacteria, and sometimes unexpected pathogens. Maintaining homeostasis at the gastrointestinal tract requires stringent regulation of the immune responses against various environmental conditions. Diet can be converted into gut metabolites which have unique functional activities through host as well as microbial enzymatic activities. Accumulating evidences demonstrate that gastrointestinal metabolites have significant impacts on the regulation of intestinal immunity and further integrate immune response of distal mucosal tissue. Metabolites, especially derived from microbiota, regulate immune cell functions by various ways including recognition and activation of cell surface receptors, controlling of gene expression by epigenetic regulation and integration of cellular metabolism. These mucosal immune regulations are key to understand underlying mechanism for the development of gastrointestinal disorders. Here, we review the recent advancement of our understanding on the role of gut metabolites in the regulation of gastrointestinal immunity with highlighting the cellular and molecular regulatory mechanisms by macronutrients-derived metabolites.