Immune privilege in the central nervous system (CNS) is not maintained by immune ignorance of the CNS, but by CNS control over inflammatory processes. In this review we examine the role neuropeptides play in maintenance of immune privilege in the CNS. Vasoactive intestinal peptide, alpha-melanocyte-stimulating-hormone, neuropeptide Y, and somatostatin are members of an anti-inflammatory repertoire of immune modulators, while substance P acts to break immune privilege and promote inflammation in the CNS. Here we focus both on cellular responses to these neuropeptides and the role these peptides play in immune privilege as it relates to CNS autoimmunity.