The neuroendocrine immune (NEI) system is regarded as a fundamental network for the maintenance of health status (homeostasis), and it plays an important role in several systemic diseases, including autoimmune disorders. Among the major players of NEI pathways are steroid hormones of the adrenal (cortisol) and gonadal glands (sex hormones), neurohormones such as melatonin, and more recently the vitamin D endocrine system. Estrogens, melatonin and chronic stress (inducing decreased adrenal glucocorticoid release over a long time) strongly modulate the NEI system and stimulate the immune response. The vitamin D endocrine system is regarded as a potential immunosuppressive factor. Consequently, estrogens (especially in patients affected by B-cell-driven immunity) and melatonin should be avoided, and glucocorticoids (as replacement therapy) and vitamin D are allowed in the treatment of autoimmunity.