The intricate relationships between innate immunity and brain diseases raise increased interest across the wide spectrum of neurodegenerative and neuropsychiatric disorders. Barriers, such as the blood–brain barrier, and innate immunity cells such as microglia, astrocytes, macrophages, and mast cells are involved in triggering disease events in these groups, through the action of many different cytokines. Chronic inflammation can lead to dysfunctions in large-scale brain networks. Neurodegenerative diseases, such as Alzheimer’s disease, Parkinson’s disease, Huntington’s disease, amyotrophic lateral sclerosis, and frontotemporal dementia, are associated with a substrate of dysregulated immune responses that impair the central nervous system balance. Recent evidence suggests that similar phenomena are involved in psychiatric diseases, such as depression, schizophrenia, autism spectrum disorders, and post-traumatic stress disorder. The present review summarizes and discusses the main evidence linking the innate immunological response in neurodegenerative and psychiatric diseases, thus providing insights into how the responses of innate immunity represent a common denominator between diseases belonging to the neurological and psychiatric sphere. Improved knowledge of such immunological aspects could provide the framework for the future development of new diagnostic and therapeutic approaches.