Chronic peripheral inflammation in diseases such as rheumatoid arthritis leads to alterations in central pain processing and consequently to mood disorders resulting from sensitization within the central nervous system and enhanced vulnerability of the medial pain pathway. Proinflammatory cytokines such as tumor necrosis factor (TNF) alpha play an important role herein, and therapies targeting their signaling (i.e., anti-TNF therapies) have been proven to achieve good results. However, the phenomenon of rapid improvement in the patients' subjective feeling after the start of TNFα neutralization remained confusing, because it was observed long before any detectable signs of inflammation decline. Functional magnetic resonance imaging (fMRI), enabling visualization of brain activity upon peripheral immune stimulation with anti-TNF, has helped to clarify this discrepancy. Moreover, fMRI appeared to work as a reliable tool for predicting prospective success of anti-TNF therapy, which is valuable considering the side effects of the drugs and the high therapy costs. This review, which is mainly guided by neuroimaging studies of the brain, summarizes the state-of-the-art knowledge about communication between the immune system and the brain and its impact on subjective well-being, addresses in more detail the outcome of the abovementioned anti-TNF fMRI studies (rapid response to TNFα blockade within the brain pain matrix and differences in brain activation patterns between prospective therapy responders and nonresponders), and discusses possible mechanisms for the latter phenomena and the predictive power of fMRI.