The importance of the brain-heart interaction has been increasingly recognized as a critical physiological axis that is altered in disease. In this review, we explore the intricate relationship between the central nervous system and cardiovascular health, focusing particularly on immunological mechanisms that influence the course of both neurological and cardiovascular diseases. While previous studies have established a key role of the autonomic nervous system in linking brain and the heart, more recent studies have expanded our understanding of the multifaceted inter-organ interactions. As such, circulating mediators include immune cells of the adaptive and innate immune system and their secreted immunogenic factors have come into the focus as mediators along this bidirectional communication. Hence, in this review we briefly discuss the contribution of the autonomic nervous system and then focus on innate and adaptive immune mechanisms along the heart-to-brain and brain-to-heart axes, illustrating how cardiovascular diseases affect cognitive functions and how brain pathologies lead to cardiac complications.