The interplay of chronic stress, neuroinflammation and altered immune reactivity has been shown to be important for the pathophysiology of brain disorders such as schizophrenia, depressive disorders and post-traumatic stress disorder. This immuno-inflammatory theory has been extensively studied in the past three decades leading to the formation of the integrative discipline of psychoneuroimmunology. Targeting of the central nervous system by conventional pharmacotherapeutic methods is mainly through modulation of neuroendocrine systems such as the dopaminergic, GABA-ergic, adrenergic and serotoninergic systems. In recent years an increasing number of both experimental and clinical studies have shown that antidepressants can affect the immune system by reducing the production of pro-inflammatory cytokines such as IL-1β, IL-6 and TNF-α. However, due to the serious adverse effects accompanying the chronic administration of psychoactive drugs there is a continuous need to produce novel therapeutics that are both potent and safe. The present review aims to summarize the current knowledge in the field of psychoneuroimmunology and to delineate the main interactions between stress, inflammation, immunity and the brain. Additionally, this paper explores the use of plant-derived molecules that display a strong anti-stress effect and simultaneously modulate the immune response as an alternative or adjuvant to classical antidepressant drugs.