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The nervous and immune systems have long been considered as compartments that perform separate and different functions. However, recent clinical, epidemiological, and experimental data have suggested that the pathogenesis of several immune-mediated disorders, such as multiple sclerosis (MS), might involve factors, hormones, and neural mediators that link the immune and nervous system. These molecules are members of the same superfamily, which allow the mutual and bi-directional neural-immune interaction. More recently, the discovery of leptin, one of the most abundant adipocyte-derived hormones that control food intake and metabolism, has suggested that nutritional/metabolic status, acting at central level, can control immune self-tolerance, since it promotes experimental autoimmune encephalomyelitis, an animal model of MS. Here, we summarize the most recent advances and the key players linking the central nervous system, immune tolerance, and the metabolic status. Understanding this coordinated interaction may pave the way for novel therapeutic approaches to increase host defense and suppress immune-mediated disorders.