For a long time, skin was thought to be no more than the barrier of our body. However, in the last few decades, studies into the idea of skin as an independent functional organ have gradually deepened our understanding of skin and its functions. In this review, we gathered evidence that presented skin as a “trinity” of neuro–endocrine–immune function. From a neuro perspective, skin communicates through nerves and receptors, releasing neurotrophins and neuropeptides; from an endocrine perspective, skin is able to receive and secrete most hormones and has the cutaneous equivalent of the hypothalamic-pituitary-adrenal (HPA) axis; from an immune perspective, skin is protected not only by its physical barrier, but also immune cells and molecules, which can also cause inflammation. Together as an organ, skin works bidirectionally by operating peripheral neuro–endocrine–immune function and being regulated by the central nervous system, endocrine system and immune system at the same time, maintaining homeostasis. Additionally, to further explain the “trinity” of cutaneous neuro–endocrine–immune function and how it works in disease pathophysiology, a disease model of rosacea is presented.