Systemic inflammation leads to a variety of physiological (e.g. fever) and behavioral (e.g. anorexia, immobility, social withdrawal, depressed mood, disturbed sleep) responses that are collectively known as sickness. While these phenomena have been studied for the past few decades, the neurobiological mechanisms by which sickness occurs remain unclear. In this review, we first revisit how the body senses and responds to infections and injuries by eliciting systemic inflammation. Next, we focus on how peripheral inflammatory molecules such as cytokines, prostaglandins, and activated complement factors communicate with the brain to trigger neuroinflammation and sickness. Since depression also involves inflammation, we further elaborate on the interrelationship between sickness and depression. Finally, we discuss how immune activation can modulate neurons in the brain, and suggest future perspectives to help unravel how changes in neuronal functions relate to sickness responses.