Objective Virgin coconut oil (VCO) is used as a traditional medicine in Asian countries because of its therapeutic effects mediated through hypolipidemic, antimicrobial and anti-oxidant properties. The interactions between the sympathetic noradrenergic nervous system and the immune cells of the lymphoid organs (thymus and lymph nodes) modulate immunity to determine health or onset of inflammatory diseases. The aim of the present study was to investigate the role of VCO in modulating neuronal and anti-inflammatory factors in the thymus and mesenteric lymph nodes (MLN). Methods Young male Wistar rats (n = 8/group) were fed with a control diet or diet supplemented with 4%, 8%, and 16% of VCO. After a 30-day treatment period, thymus and MLN were isolated to analyze the expressions of p-tyrosine hydroxylase, nerve growth factor, p-nuclear factor-jB (p50 and p65), p-mechanistic target of rapamycin, SIRT1, p-LKB1 and intracellular signaling molecules (p-ERK, p-Akt, p-CREB). Activities of anti-oxidant enzymes and the extent of lipid peroxidation were also analyzed. Results In the thymus, a VCO diet enhanced the expression of p-tyrosine hydroxylase, nerve growth factor and SIRT1, and the activities of anti-oxidant enzymes, whereas it decreased the expression of p-nuclear factor-jB (p50 and p65) and the extent of lipid peroxidation. In the MLN, VCO augmented the expression of p-tyrosine hydroxylase, nerve growth factor, pmechanistic target of rapamycin, SIRT1 and p-LKB1, and activities of anti-oxidant enzymes, whereas p-nuclear factor-jB (p50 and p65) expression was inhibited. VCO enhanced the expression of intracellular signaling molecules in both the thymus and MLN. Conclusion Dietary VCO might modulate immune responses by upregulating neuroprotective factors, and suppressing inflammatory mediators and oxidative stress through intracellular signaling pathways.