Asthma affects not only the airways but also the central nervous system (CNS). Corticosteroids are an effective therapeutic agents for asthma. In our study, we investigated the acute effect of ovalbumin (OVA) on the brain and the effectiveness of methylprednisolone (MP) in both the periphery and CNS in a rat model of allergic asthma. Rats sensitized to OVA and exposed to OVA aerosol challenge to induce allergic asthma were compared with control rats and rats sensitized to OVA and pretreated with MP before OVA exposure. In response to OVA stimulation, the amount of c-Fos and glial fibrillary acidic protein (GFAP) increased, while that of neuronal nitric oxide synthase (nNOS) decreased in the nucleus tractus solitarius (NTS). In addition, the c-Fos, GFAP, and nNOS levels in the hippocampus and the nNOS levels in the olfactory bulb increased. However, the expression of these proteins in the frontal and cerebellar cortices was not affected by OVA stimulation. In contrast, pretreatment with MP before OVA exposure decreased the protein expression of c-Fos in the CA1 area, GFAP in NTS, and nNOS in CA1 and olfactory bulb, and while it increased the nNOS content in the NTS. These findings suggest that the brain responds to OVA stimulation in a rat model of allergic asthma and that MP treatment cannot only ameliorate airway inflammation but also OVA-induced effects.