Sickness behaviour represents the expression of the adaptive reorganization of the priorities of the host during an infectious episode. This process is triggered by pro-inflammatory cytokines produced by peripheral phagocytic cells in contact with invading micro-organisms. The peripheral immune message is relayed to the brain via a fast neural pathway and a slower humoral pathway, resulting in the expression of pro-inflammatory cytokines in macrophage-like cells and microglia in the brain. The cellular and molecular components of this previously unsuspected system are being progressively identified. These advances are opening new avenues for understanding brain disorders, including depression.