The vagus nerve is one of the major signalling components between the gut microbiota and brain. However, the exact relationship between gut-brain signaling along the vagus and the effects of gut microbes on brain function and behaviour is unclear. In particular, the relationship between the vagus nerve and immune signaling, that also appears to play a critical role in microbiota-gut-brain communication, has not been delineated. The aim of the present study was to determine the effect of subdiaphragmatic vagotomy on peripheral and central immune changes associated with the anxiolytic actions of L.rhamnosus. Male mice underwent vagotomy or sham surgery, followed by administration of L.rhamnosus for 14 days. L.rhamnosus administration following sham surgery resulted in reduced anxiety-like behaviour, and an attenuation of the hypothalamic-pituitary-adrenal axis (HPA axis), as indicated by reduced plasma corticosterone after acute restraint stress. These effects were associated with an increase in splenic T regulatory cells and a decrease in activated microglia in the hippocampus. The anxiolytic effects, HPA modulation and increase in T regulatory cells were prevented by vagotomy, whereas vagotomy alone led to a significant increase in activated microglia in the hippocampus that was not altered with L.rhamnosus treatment. Thus, both microbe induced and constitutive vagal signaling influences critical immune components of the microbiota-gut-brain axis. These findings suggest that, rather than acting as a direct neural link to the central nervous system, the role of the vagus nerve in gut-microbe to brain signalling is as an integral component of a bi-directional neuroimmunoendocrine pathway.