Exposure to adverse experiences during development increases the risk of psychiatric illness later in life. Growing evidence suggests a role for the neuroimmune system in this relationship. There is now substantial evidence that the immune system is critical for normal brain development and behaviour, and responds to environmental perturbations experienced early in life. Severe or chronic stress results in dysregulated neuroimmune function, concomitant with abnormal brain morphology and function. Positive experiences including environmental enrichment and exercise exert the opposite effect, promoting normal brain and immune function even in the face of early life stress. The neuroimmune system may therefore provide a viable target for prevention and treatment of psychiatric illness. This review will briefly summarise the neuroimmune system in brain development and function, and review the effects of stress and positive environmental experiences during development on neuroimmune function. There are also significant sex differences in how the neuroimmune system responds to environmental experiences early in life, which we will briefly review.