Mounting evidence indicates that proinflammatory signaling in the brain affects mood, cognition, and behavior and is linked with the etiology of psychiatric disorders, including anxiety and depression. The purpose of this review is to focus on stress-induced bidirectional communication pathways between the central nervous system (CNS) and peripheral immune system that converge to promote a heightened neuroinflammatory environment. These communication pathways involve sympathetic outflow from the brain to the peripheral immune system that biases hematopoietic stem cells to differentiate into a glucocorticoid-resistant and primed myeloid lineage immune cell. In conjunction, microglia-dependent neuroinflammatory events promote myeloid cell trafficking to the brain that reinforces stress-related behavior, and is argued to play a role in stress-related psychiatric disorders. We will discuss evidence implicating a key role for endothelial cells that comprise the blood-brain barrier in propagating peripheral-to-central immune communication. We will also discuss novel neuron-to-glia communication pathways involving endogenous danger signals that have recently been argued to facilitate neuroinflammation under various conditions, including stress. These findings help elucidate the complex communication that occurs in response to stress and highlight novel therapeutic targets against the development of stress-related psychiatric disorders.