Psychological stress is implicated in the etiology of many common chronic diseases and mental health disorders. Recent research suggests that inflammation may be a key biological mediator linking stress and health. Nevertheless, the neurocognitive pathways underlying stress-related increases in inflammatory activity are largely unknown. The present study thus examined associations between neural and inflammatory responses to an acute laboratory-based social stressor. Healthy female participants (n = 31) were exposed to a brief episode of stress while they underwent an fMRI scan. Blood samples were taken before and after the stressor, and plasma was assayed for markers of inflammatory activity. Exposure to the stressor was associated with significant increases in feelings of social evaluation and rejection, and with increases in levels of inflammation. Analyses linking the neural and inflammatory data revealed that heightened neural activity in the amygdala in response to the stressor was associated with greater increases in inflammation. Functional connectivity analyses indicated that individuals who showed stronger coupling between the amygdala and the dorsomedial prefrontal cortex (DMPFC) also showed a heightened inflammatory response to the stressor. Interestingly, activity in a different set of neural regions was related to increases in feelings of social rejection. These data show that greater amygdala activity in response to a stressor, as well as tighter coupling between the amygdala and the DMPFC, are associated with greater increases in inflammatory activity. Results from this study begin to identify neural mechanisms that might link stress with increased risk for inflammation-related disorders such as cardiovascular disease and depression.