The intensification of poultry production has favoured the occurrence of stressful conditions such as infections, decreased feed intake, reduced feed conversion and carcass condemnation are some of the consequences of stress in birds. This stress is a consequence of the neuroendocrine-immune interplay. Neuroimmunomodulation is the scientific study of the bidirectional relation of the immune and nervous systems, i.e., physiological effects in response to exposure of animals to stressful conditions. Stress is responsible for activating the hypothalamic-pituitary-adrenal axis, which results in the production and release of corticosterone and catecholamines. Furthermore, recent studies have shown that the brain-gut-microbiota axis is responsible for the maturation and maintenance of the balance of the immune and nervous systems, which ensures improvement in the productive system. This review presents and discusses information concerning neuroimmunomodulation in birds with an emphasis on the involvement of heat stress.