Anaphylaxis appears to be an excellent experimental model for investigating the interactions between central nervous system (CNS) and immune system. Both afferent and efferent regulatory pathways of anaphylactic response are well characterized. The potent mediators of anaphylactic shock, such as histamine and serotonin, are at the same time neurotransmitters, acting in the CNS, and regulators/modulators of the immune system, since receptors for these substances exist on the membrane of the cells of the immune system. In this article the results of studies on the relationship between anaphylaxis and CNS, performed by both pioneers and contemporary investigators, are briefly reviewed. Recent experiments done in our laboratory are presented, which showed that (a) anaphylactic shock can be induced by intracerebroventricular administration of the shocking dose of antigen; (b) rats can learn to associate the induction of anaphylactic shock with neutral stimuli from the environment; and (c) stress in the form of electric tail-shocks reduces the intensity of anaphylactic shock.