The neonatal phase is a transitory period characterized by an absence of memory cells, favoring a slow adaptive response prone to tolerance effects and the development of Th2-type responses. However, when appropriately stimulated, neonates may achieve an immune response comparable with adult counterparts. One strategy to stimulate the immunological response of neonates or children in early infancy has been to explore natural or synthetic ligands of cell receptors to stimulate innate immunity. The use of adjuvants for activating different cell receptors may be the key to enhancing neonatal adaptive immunity. This review highlights recent advances in the emerging field of molecular adjuvants of innate immune response and their implications for the development of immunotherapies, with particular focus on the neonatal period.