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Simple Summary: Hornets of the genus Vespa and honey bees are the main characters of a coevolutionary arms race that is made evident by the conspicuous number of reciprocal adaptations evolved by both predator and prey. Through this ancient process predatory hornets and honey bees seem to have reached a fragile balance, which is lost when alien hornet species are accidentally introduced into new geographic areas. This is the case of Asian hornet species, such as Vespa velutina and Vespa mandarinia, which have invaded Europe and North America in recent decades, with a heavy impact on Western honey bees and commercial beekeeping. Here, we provide a comprehensive review of the existing studies that have investigated the interactions between hornets and honey bees throughout the world, highlighting the complexity of the specialized strategies adopted by Asian honey bees and their sympatric predators and the relative lack of coevolution and effective defenses of Western honey bees against invasive hornets. Hornets and honey bees have a long history of coevolution resulting in a plethora of captivating adaptations and counteradaptations between predator and prey. From simple physiological mechanisms to complex behavioral strategies, some Vespa hornets have specialized in hunting honey bees, while the latter have put in place effective defenses to counteract their attack. Both hornets and honey bees have evolved the ability to detect the odors and the pheromones emitted by the other to locate the prey or to spot foraging predators. Hornets often rely on their bigger size, heavily armored body and destructive attacks, while honey bees differentiated collective defense responses finely coordinated to deter or kill the hornet menace. However, when new species of hornets and honey bees come into contact, the absence of coevolution can have a heavy impact on the defenseless bees. The evolutionary arms race between hornets and honey bees provides not only compelling examples of adaptations and counteradaptations between predator and prey, but could also represent a starting point for the development of effective and sustainable strategies to protect honey bees and beekeeping activities and to control invasive alien species of hornets. [ABSTRACT FROM AUTHOR]