Peripheral inflammation signals the brain primarily via blood-borne proinflammatory cytokines, released from activated immune cells. In addition to these cytokines, immune-brain signaling is known to involve another key mediator, prostaglandin E2 (PGE2), the level of which is elevated in the brain during various inflammatory states and which acts to influence the central neuronal activity to evoke some, but not all, of the sickness behavior including fever and the activation of hypothalamo-pituitary-adrenal axis. Studies over the last decade have indicated that brain endothelial cells are the major source of PGE2 under various inflammatory states. In this review, we highlight the significance of the endothelial mechanism in immune-brain signaling mediated by PGE2, but discuss also the possible influence of other mechanisms on brain PGE2 elevation.