Exposure to stressors induces anxiety- and depressive-like behaviors, which are mediated, in part, by neuroinflammatory processes. Recent findings demonstrate that treatment with the immunoregulatory and anti-inflammatory bacterium, Mycobacterium vaccae (M. vaccae), attenuates stress-induced exaggeration of peripheral inflammation and stress-induced anxiety-like behavioral responses. However, the effects of M. vaccae on neuroimmune processes have largely been unexplored. In the present study, we examined the effect of M. vaccae NCTC11659 on neuroimmune regulation, stress-induced neuroinflammatory processes and anxiety-like behavior. Adult male rats were immunized 3× with a heat-killed preparation of M. vaccae (0.1 mg, s.c.) or vehicle. M. vaccae induced an anti-inflammatory immunophenotype in hippocampus (increased interleukin (Il)4, Cd200r1, and Mrc1 mRNA expression) and increased IL4 protein 8 d after the last immunization. Central administration of recombinant IL4 recapitulated the effects of M. vaccae on Cd200r1 and Mrc1 mRNA expression. M. vaccae reduced basal levels of genes (Nlrp3 and Nfkbia) involved in microglial priming; thus, we explored the effects of M. vaccae on stress-induced hippocampal microglial priming and HMGB1, which mediates priming. We found that M. vaccae blocked stress-induced decreases in Cd200r1, increases in the alarmin HMGB1, and priming of the microglial response to immune challenge. Furthermore, M. vaccae prevented stress-induced increases in anxiety-like behavior. The present findings suggest that M. vaccae enhances immunomodulation in the CNS and mitigates the neuroinflammatory and behavioral effects of stress, which may underpin its capacity to impart a stress resilient phenotype.