The small and large intestine of the gastrointestinal tract (GIT) have evolved to have discrete functions with distinct anatomies and immune cell composition. The importance of these differences is underlined when considering that different pathogens have uniquely adapted to live in each region of the gut. Furthermore, different regions of the GIT are also associated with differences in susceptibility to diseases such as cancer and chronic inflammation. The large and small intestine, given their anatomical and functional differences, should be seen as two separate immunological sites. However, this distinction is often ignored with findings from one area of the GIT being inappropriately extrapolated to the other. Focussing largely on the murine small and large intestine, this review addresses the literature relating to the immunology and biology of the two sites, drawing comparisons between them and clarifying similarities and differences. We also highlight the gaps in our understanding and where further research is needed.