The prefrontal cortex (PFC) plays an important role in the integration of cognitive and affective behavior and regulating autonomic and neuroendocrine functions. This region of the brain, which may be considered analogous to the RAM memory of a computer, is important for translating stressful experience into adaptive behavior. The PFC responds to stress and modulates the response to stress through regulation of the hypothalamic paraventricular nucleus (PVN) which, in turn, controls sympathoadrenal and hypothalamic-pituitary-adrenal (HPA) activity. Interestingly, the latter convey the signals that link the CNS with the immune system. The present review highlights findings that contribute to elucidate the involvement of the PFC in the control of behavioral and neuroendocrine responses to chronic stress. It also considers the implications of these regulatory links for disorders of the nervous and immune systems.