Behavior is tightly synchronized with bodily physiology. Internal needs from the body drive behavior selection, while optimal behavior performance requires a coordinated physiological response. Internal state is dynamically represented by the nervous system to influence mood and emotion, and body-brain signals also direct responses to external sensory cues, enabling the organism to adapt and pursue its goals within an ever-changing environment. In this review, we examine the anatomy and function of the brain-body connection, manifested across local, reflex, and central regulation levels. We explore these hierarchical loops in the context of the immune system, specifically through the lens of immunoception, and discuss the impact of its dysregulation on human health.