It is now well established that challenges to the immune system (e.g., infection, inflammation) initiate diverse changes in neuroendocrine function, the most overt of which is activation of the hypothalamo-pituitary-adrenocortical (HPA) axis. The glucocorticoids that are released as a consequence fulfill a vital role in the maintenance of homeostasis that is effected in part through their ability to quench the immune/inflammatory response and thereby prevent them accelerating to a point where they become hazardous to the host. This article discusses the putative mechanisms by which immune insults stimulate the HPA axis, with particular reference to the roles and interactions of the interleukins, eicosanoids and glucocorticoids.