Associative learning processes are one of the major neuropsychological mechanisms steering the placebo response in different physiological systems and end organ functions. Learned placebo effects on immune functions are based on the bidirectional communication between the central nervous system (CNS) and the peripheral immune system. Based on this “hardware,” experimental evidence in animals and humans showed that humoral and cellular immune functions can be affected by behavioral conditioning processes. We will first highlight and summarize data documenting the variety of experimental approaches conditioning protocols employed, affecting different immunological functions by associative learning. Taking a well-established paradigm employing a conditioned taste aversion model in rats with the immunosuppressive drug cyclosporine A (CsA) as an unconditioned stimulus (US) as an example, we will then summarize the efferent and afferent communication pathways as well as central processes activated during a learned immunosuppression. In addition, the potential clinical relevance of learned placebo effects on the outcome of immune-related diseases has been demonstrated in a number of different clinical conditions in rodents. More importantly, the learned immunosuppression is not restricted to experimental animals but can be also induced in humans. These data so far show that (i) behavioral conditioned immunosuppression is not limited to a single event but can be reproduced over time, (ii) immunosuppression cannot be induced by mere expectation, (iii) psychological and biological variables can be identified as predictors for this learned immunosuppression. Together with experimental approaches employing a placebo-controlled dose reduction these data provide a basis for new therapeutic approaches to the treatment of diseases where a suppression of immune functions is required via modulation of nervous system-immune system communication by learned placebo effects.