Neuroimmunology is one of the fastest-growing fields in the life sciences, and for good reason; it fills the gap between two principal systems of the organism, the nervous system and the immune system. Although both systems affect each other through bidirectional interactions, we focus here on one direction — the effects of the nervous system on immunity. First, we ask why is it beneficial to allow the nervous system any control over immunity? We evaluate the potential benefits to the immune system that arise by taking advantage of some of the brain’s unique features, such as its capacity to integrate and synchronize physiological functions, its predictive capacity and its speed of response. Second, we explore how the brain communicates with the peripheral immune system, with a focus on the endocrine, sympathetic, parasympathetic, sensory and meningeal lymphatic systems. Finally, we examine where in the brain this immune information is processed and regulated. We chart a partial map of brain regions that may be relevant for brain–immune system communication, our goal being to introduce a conceptual framework for formulating new hypotheses to study these interactions.