Whether peripheral immunity prospectively influences brain health remains controversial. This study aims to investigate the longitudinal associations between peripheral immunity markers with incident brain disorders. A total of 161,968 eligible participants from the UK Biobank were included. We investigated the linear and non-linear effects of peripheral immunity markers including differential leukocytes counts, their derived ratios and C-reactive protein (CRP) on the risk of dementia, Parkinson’s disease (PD), stroke, schizophrenia, bipolar affective disorder (BPAD), major depressive disorder (MDD) and anxiety, using Cox proportional hazard models and restricted cubic spline models. Linear regression models were used to explore potential mechanisms driven by brain structures. During a median follow-up of 9.66 years, 16,241 participants developed brain disorders. Individuals with elevated innate immunity markers including neutrophils, monocytes, platelets, neutrophil-to-lymphocyte ratio (NLR), and systemic immune-inflammation index (SII) had an increased risk of brain disorders. Among these markers, neutrophils exhibited the most significant correlation with risk of dementia (hazard ratio 1.08, 95% confidence interval 1.04–1.12), stroke (HR 1.06, 95% CI 1.03–1.09), MDD (HR 1.13, 95% CI 1.10–1.16) and anxiety (HR 1.07, 95% CI 1.04–1.10). Subgroup analysis revealed age-specific and sex-specific associations between innate immunity markers with risk of dementia and MDD. Neuroimaging analysis highlighted the associations between peripheral immunity markers and alterations in multiple cortical, subcortical regions and white matter tracts, typically implicated in dementia and psychiatric disorders. These findings support the hypothesis that neuroinflammation is important to the etiology of various brain disorders, offering new insights into their potential therapeutic approaches.