Both pain and inflammation are protective responses. However, these self-limiting conditions (with well-established negative feedback loops) become pathological if left uncontrolled. Both pain and inflammation can interact with each other in a multi-dimensional manner. These interactions are known to create an array of 'difficult to manage' pathologies. This review explains in detail the role of immune system and the related cells in peripheral sensitization and neurogenic inflammation. Various neuro-immune interactions are analyzed at peripheral, sensory and central nervous system levels. Innate immunity plays a critical role in central sensitization and in establishing acute pain as chronic condition. Moreover, inflammatory mediators also exhibit psychological effects, thus contributing towards the emotional elements associated with pain. However, there is also a considerable anti-inflammatory and analgesic role of immune system. This review also attempts to enlist various novel pharmacological approaches that exhibit their actions through modification of neuro-immune interface.