Despite the seriously undernourished state of patients with anorexia nervosa (AN) and bulimia nervosa (BN), controversial findings have been published regarding some aspects of the immune system that are otherwise impaired in more typical types of malnutrition, such as protein-energy malnutrition. In general, adaptation processes seem to occur enabling immune function to be preserved during long periods of the illness. However, cell-mediated immunity is usually altered in AN and BN as reflected by lymphocyte subset counts and the response to delayed hypersensitivity tests. Regarding the helper/cytotoxic T cell ratio (CD4:CD8), an immunological marker of the nutritional status, the results of our studies on AN and BN patients showed that the duration of the eating disorder and the time when appropriate treatment is achieved are likely contributors to the alteration of this ratio. Despite these findings, it has been repeatedly pointed out that anorexic patients seem to be free of common viral infections at least until the most advanced stages of debilitation. Some hypotheses that could explain the lack of infection symptoms are reviewed. Cytokines and the altered acute phase response to infection, as well as cortisol and leptin, are considered to be potential factors involved in the adaptation processes occurring in these syndromes. Further progress in the knowledge of the psychoneuroendocrine-immune interactions established in AN and BN will be relevant to the understanding of the aetiology and maintenance mechanisms of these pathologies.