Antimicrobial peptides/proteins are ancient and naturally-occurring antibiotics in innate immune responses in a variety of organisms. Additionally, these peptides have been recognized as important signaling molecules in regulation of both innate and adaptive immunity. During mycobacterial infection, antimicrobial peptides including cathelicidin, defensin, and hepcidin have antimicrobial activities against mycobacteria, making them promising candidates for future drug development. Additionally, antimicrobial peptides act as immunomodulators in infectious and inflammatory conditions. Multiple crucial functions of cathelicidins in antimycobacterial immune defense have been characterized not only in terms of direct killing of mycobacteria but also as innate immune regulators, i.e., in secretion of cytokines and chemokines, and mediating autophagy activation. Defensin families are also important during mycobacterial infection and contribute to antimycobacterial defense and inhibition of mycobacterial growth both in vitro and in vivo. Hepcidin, although its role in mycobacterial infection has not yet been characterized, exerts antimycobacterial effects in activated macrophages. The present review focuses on recent efforts to elucidate the roles of host defense peptides in innate immunity to mycobacteria.