The concept of immune privilege suggests that the central nervous system is isolated from the immune system. However, recent studies have highlighted the borders of the central nervous system as central sites of neuro-immune interactions. Although the nervous and immune systems both function to maintain homeostasis, under rare circumstances, they can develop pathological interactions that lead to neurological or psychiatric diseases. Here we discuss recent findings that dissect the key anatomical, cellular and molecular mechanisms that enable neuro-immune responses at the borders of the brain and spinal cord and the implications of these interactions for diseases of the central nervous system.