Autoimmune diseases of the central nervous system (CNS) are associated with high levels of morbidity and economic cost. Research efforts have previously focused on the contribution of the peripheral adaptive and innate immune systems to CNS autoimmunity. However, a failure of thymic negative selection is a necessary step in CNS-reactive T cells escaping into the periphery. Even with defective thymic or peripheral tolerance, the development of CNS inflammation is rare. The reasons underlying this are currently poorly understood. In this review, we examine evidence implicating thymic selection in the pathogenesis of CNS autoimmunity. Animal models suggest that thymic negative selection is an important factor in determining susceptibility to and severity of CNS inflammation. There are indirect clinical data that suggest thymic function is also important in human CNS autoimmune diseases. Specifically, the association between thymoma and paraneoplastic encephalitis and changes in T cell receptor excision circles in multiple sclerosis implicate thymic tolerance in these diseases. We identify potential associations between CNS autoimmunity susceptibility factors and thymic tolerance. The therapeutic manipulation of thymopoiesis has the potential to open up new treatment modalities, but a better understanding of thymic tolerance in CNS autoimmunity is required before this can be realised.