The Central Nervous (CNS) and Immune Systems (IS) are the two major adaptive systems which respond rapidly to numerous challenges that are able to compromise health. The defensive response strictly linking innate to acquired immunity, works continuously to limit pathogen invasion and damage. The efficiency of the innate response is crucial for survival and for an optimum priming of acquired immunity. During infection, the immune response is modulated by an integrated neuro-immune network which potentiates innate immunity, controls potential harmful effects and also addresses metabolic and nutritional modifications supporting immune function. In the last decade much knowledge has been gained on the molecular signals that orchestrate this integrated adaptive response, with focus on the systemic mediators which have a crucial role in driving and controlling an efficient protective response. These mediators are also able to signal alterations and control pathway dysfunctions which may be involved in the persistence and/or overexpression of inflammation that may lead to tissue damage and to a negative metabolic impact, causing retarded growth. This review aims to describe some important signalling pathways which drive bidirectional communication between the Immune and Nervous Systems during infection. Particular emphasis is placed on pro-inflammatory cytokines, immunomodulator hormones such as Glucocorticoids (GCs), Growth hormone (GH), Insulin-like Growth Factor-1 (IGF-1), and Leptin, as well as nutritional factors such as Zinc (Zn). Finally, the review includes up-to-date information on this neuroimmune cross-talk in domestic animals. Data in domestic animal species are still limited, but there are several exciting areas of research, like the potential interaction pathways between mediators (i.e. cytokine-HPA regulation, IL-6-GCS-Zn, cytokines-GH/IGF-1, IL-6-GH-Leptin and thymus activity) that are or could be promising topics of future research in veterinary medicine.