Lumpy skin disease, sheeppox, and goatpox are notifiable diseases of cattle, sheep, and goats, respectively, caused by viruses of the Capripoxvirus genus. They are responsible for both direct and indirect financial losses. These losses arise through animal mortality, morbidity cost of vaccinations, and constraints to animals and animal products' trade. Control and eradication of capripoxviruses depend on early detection of outbreaks, vector control, strict animal movement, and vaccination which remains the most effective means of control. To date, live attenuated vaccines are widely used; however, conferred protection remains controversial. Many vaccines have been associated with adverse reactions and incomplete protection in sheep, goats, and cattle. Many combination- and recombinant-based vaccines have also been developed. Here, we review capripoxvirus infections and the immunity conferred against capripoxviruses by their respective vaccines for each ruminant species. We also review their related cross protection to heterologous infections.