Understanding the mechanisms involved in the activation of an immune response is essential to many fields in human health, including vaccine development and personalized cancer immunotherapy. A central step in the activation of the adaptive immune response is the recognition, by T-cell lymphocytes, of peptides displayed by a special type of receptor known as Major Histocompatibility Complex (MHC). Considering the key role of MHC receptors in T-cell activation, the computational prediction of peptide binding to MHC has been an important goal for many immunological applications. Sequence-based methods have become the gold standard for peptide-MHC binding affinity prediction, but structure-based methods are expected to provide more general predictions (i.e., predictions applicable to all types of MHC receptors). In addition, structural modeling of peptide-MHC complexes has the potential to uncover yet unknown drivers of T-cell activation, thus allowing for the development of better and safer therapies. In this review, we discuss the use of computational methods for the structural modeling of peptide-MHC complexes (i.e., binding mode prediction) and for the structure-based prediction of binding affinity.