We study immersions of Sasakian manifolds into finite and infinite dimensional Sasakian space forms. After proving Calabi's rigidity results in the Sasakian setting, we characterise all homogeneous Sasakian manifolds which admit a (local) Sasakian immersion into a nonelliptic Sasakian space form. Moreover, we give a characterisation of homogeneous Sasakian manifolds which can be embedded into the standard sphere both in the compact and noncompact case.