Multiple lines of clinical and pre-clinical research support a pathogenic role for neuroinflammation and peripheral immune system dysfunction in Parkinson’s disease. In this paper, we have reviewed and summarised the published literature reporting evidence of neuroinflammation and peripheral immune changes in cohorts of patients with isolated REM sleep behaviour disorder and non-manifesting carriers of GBA or LRRK2 gene mutations, who have increased risk for Parkinsonism and synucleinopathies, and could be in the prodromal stage of these conditions. Taken together, the findings of these studies suggest that the early stages of pathology in Parkinsonism involve activation of both the central and peripheral immune systems with significant crosstalk. We consider these findings with respect to those found in patients with clinical Parkinson’s disease and discuss their possible pathological roles. Moreover, those factors possibly associated with the immune response, such as the immunomodulatory role of the affected neurotransmitters and the changes in the gut-brain axis, are also considered.