Several neuropsychiatric diseases are related with stress (posttraumatic stress disorder, major depressive disorder, anxiety disorders, schizophrenia) and stress exposure modifies the onset and evolution of some neurological diseases (neurodegenerative diseases). It is accepted that brain inflammatory responses contribute to cell damage during these illnesses. Studies carried out with some stress protocols (physical, psychological or mixed) show a pro-inflammatory response in the brain and other systems mainly characterized by a complex release of several inflammatory mediators such as cytokines, prostanoids, free radicals and transcription factors. This review considers the current status of knowledge of stress-induced inflammation in the brain. Interestingly, anti-inflammatory pathways are also activated in brain in response to stress, constituting a possible endogenous mechanism of defence against excessive inflammation. The possibility of pharmacological modulation of these pathways to prevent the accumulation of pro-inflammatory mediators and subsequent brain damage in stress and in stress-related neuropsychological conditions is also reviewed. This dual response elicited by stress in brain, both pro- and anti-inflammatory deserves further attention in order to understand pathophysiological changes as well as possible new therapeutic approaches of stress-related neuropsychopathologies.