Once contact with a pathogen has occurred, it might be too late for the immune system to react. Here, we asked whether anticipatory neural responses might sense potential infections and signal to the immune system, priming it for a response. We show that potential contact with approaching infectious avatars, entering the peripersonal space in virtual reality, are anticipated by multisensory-motor areas and activate the salience network, as measured with psychophysics, electroencephalography and functional magnetic resonance imaging. This proactive neural anticipation instigates changes in both the frequency and activation of innate lymphoid cells, mirroring responses seen in actual infections. Alterations in connectivity patterns between infection-sensing brain regions and the hypothalamus, along with modulation of neural mediators, connect these effects to the hypothalamic-pituitary-adrenal axis. Neural network modeling recapitulates this neuro-immune cross-talk. These findings suggest an integrated neuro-immune reaction in humans toward infection threats, not solely following physical contact but already after breaching the functional boundary of body-environment interaction represented by the peripersonal space.