Neuroimmune pharmacology is a newly emerging field that intersects with neuroscience, immunology, and pharmacology and that is seeking avenues for translational research and better understanding of disease mechanisms. It focuses on the immunity of the central nervous system (CNS) which is greatly influenced by endogenous effectors, such as cytokines and neurotransmitters, and by exogenous substances, including therapeutic compounds, infectious pathogens, and drugs of abuse. In this article, we attempt to raise awareness of the pivotal discovery of how those mediators affect the immunity of the CNS in both physiological conditions and processes of certain mental illnesses, including psychiatric disorders, neurodegenerative diseases, and cerebral dysfunctions due to drugs of abuse. The abnormality in cytokine networks, neurotransmitter homeostasis, and other immune responses may be involved in the neuropathology associated with those mental illnesses, and the therapeutic effects of the potential treatments can be attributed, at least partially, to their immunomodulatory activities. However, the resulting inflammatory cytokines from certain treatments frequently cause psychiatric complications. In addition, the poor neuropathological outcomes frequently found among drug abusers with HIV-1 infection appear to be related to the neurotoxic and immunomodulatory effects of the drugs used. Importantly, glial cells, especially microglia and astrocytes, are key players in the immunomodulatory activities in the CNS, and the functioning CNS is largely dependent upon the reciprocal interactions between neurons and glial cells. Therefore, glia-neuron interactions have become a critical issue for further understanding the disease mechanism. From this review, readers will gain insights into the new field of neuroimmune pharmacology, with a focus on the impacts of CNS immunity on the mental illnesses.