The brain, endocrine, and immune systems are inextricably linked. Immune molecules have a powerful impact on neuroendocrine function, including hormone-behavior interactions, during health as well as sickness. Similarly, alterations in hormones, such as during stress, can powerfully impact immune function or reactivity. These functional shifts are evolved, adaptive responses that organize changes in behavior and mobilize immune resources, but can also lead to pathology or exacerbate disease if prolonged or exaggerated. The developing brain in particular is exquisitely sensitive to both endogenous and exogenous signals, and increasing evidence suggests the immune system has a critical role in brain development and associated behavioral outcomes for the life of the individual. Indeed, there are associations between many neuropsychiatric disorders and immune dysfunction, with a distinct etiology in neurodevelopment. The goal of this review is to describe the important role of the immune system during brain development, and to discuss some of the many ways in which immune activation during early brain development can affect the later-life outcomes of neural function, immune function, mood and cognition.