Despite great advances in diagnosis and treatment that we witnessed in the last decades, over a billion people suffer from both respiratory and neurological diseases each year, which poses great threats to the public health and economic burden worldwide. In many instances, the underlying pathogenic mechanisms are still poorly understood, which significantly limits the efficacy of therapeutic methods. In this regard, lines of evidence pinpoint the important role of immunity and inflammation in both respiratory disorders (e.g., pulmonary hypertension, chronic obstructive pulmonary disease, asthma, etc.) and neurological ones (e.g., neurodegenerative diseases, stroke, depression, etc.). The accumulation of inflammatory cells and an excess of cytokines and chemokines at the inflammatory site would result from the disturbance of the body's delicate balance between immunity and tolerance. Therefore, it gives rise to chronic inflammation and autoimmunity underlying the development of both lung and neurological diseases. Furthermore, the inflammation interaction between lung and brain has been identified, suggesting the existence and importance of the lung-brain axis in the regulation of immune responses in the lung and brain that contribute to the onset and progression of both respiratory and neurological diseases. Nevertheless, inflammatory or immunity related risk factors as well novel targets and therapies against inflammation or immunity help early diagnosis and treatment of respiratory and neurological diseases. At present, the full picture of the molecular mechanisms of how immuno-inflammatory activation and the immune cells orchestrate the tissue remodeling leading to respiratory and neurological diseases remains unclear. The identification of inflammatory molecules as therapeutic targets or biomarkers are worth further scrutiny to halt the disease progression and monitor the therapeutic interventions.