Linkage between the central nervous system and the immune system is obvious and is accomplished through the hypothalamus-pituitary-adrenal (HPA) and sympathetic-adrenal medullary (SAM) axes. This review focuses on the effects of psychic stress in animals and humans on immune system function. The effects of stress depend on its duration, type, and intensity. Generally, mild stress enhances the immune response. The effects of stress also depend on the animal's behavioral profile, genetic background and preexposure to stressful conditions. Prenatal stress modifies the immune response of the offspring. Stress also modifies autoimmune reactions in animals and humans. Knowledge of the mediators and their receptors involved in the functioning of the HPA and SAM axes allows pharmacological intervention to alleviate the harmful effects of stress on the immune system. Our studies revealed a benefit of oral lactoferrin application in reversing stress-induced changes in the humoral and cellular immune response in mice.