Active research at the frontiers of immunology and neuroscience has identified multiple points of interaction and communication between the immune system and the nervous system. Immune cell activation stimulates neuronal circuits that regulate innate and adaptive immunity. Molecular mechanistic insights into the inflammatory reflex and other neuro-immune interactions have greatly advanced our understanding of immunity and identified new therapeutic possibilities in inflammatory and autoimmune diseases. Recent successful clinical trials using bioelectronic devices that modulate the inflammatory reflex to significantly ameliorate rheumatoid arthritis and inflammatory bowel disease provide a path for using electrons as a therapeutic modality for targeting molecular mechanisms of immunity. Here, we review mechanisms of peripheral sensory neuronal function in response to immune challenges, the neural regulation of immunity and inflammation, and the therapeutic implications of those mechanistic insights.