Parallel advances in neuroscience and immunology established the anatomical and cellular basis for bidirectional interactions between the nervous and immune systems. Like other physiological systems, the immune system—and the development of immunity—is modulated by neural reflexes. A prototypical example is the inflammatory reflex, comprised of an afferent arm that senses inflammation and an efferent arm, the cholinergic anti-inflammatory pathway, that inhibits innate immune responses. This mechanism is dependent on the α7 subunit of the nicotinic acetylcholine receptor, which inhibits NF-κB nuclear translocation and suppresses cytokine release by monocytes and macrophages. Here we summarize evidence showing that innate immunity is reflexive. Future advances will come from applying an integrative physiology approach that utilizes methods adapted from neuroscience and immunology.