The comparison between immune and neuroendocrine systems in vertebrates and invertebrates suggest an ancient origin and a high degree of conservation for the mechanisms underlying the integration between immune and stress responses. This suggests that in both vertebrates and invertebrates the stress response involves the integrated network of soluble mediators (e.g., neurotransmitters, hormones and cytokines) and cell functions (e.g., chemotaxis and phagocytosis), that interact with a common objective, i.e., the maintenance of body homeostasis. During evolution, several changes observed in the stress response of more complex taxa could be the result of new roles of ancestral molecules, such as ancient immune mediators may have been recruited as neurotransmitters and hormones, or vice versa. We review older and recent evidence suggesting that immune and neuro-endocrine functions during the stress response were deeply intertwined already at the dawn of multicellular organisms. These observations found relevant reflections in the demonstration that immune cells can transdifferentiate in olfactory neurons in crayfish and the recently re-proposed neural transdifferentiation in humans.