Antimicrobial host defence peptides (HDP) are critical for the first line of defence against bacterial, viral, and fungal pathogens. Over the past decade we have become more aware that, in addition to their antimicrobial roles, they also possess the potent immunomodulatory capacity. This includes chemoattracting immune cells, activating dendritic cells and macrophages, and altering T-cell differentiation. Most examinations of their immunomodulatory roles have focused on tissues in which they are very abundant, such as the intestine and the inflamed skin. However, HDP have now been detected in the brain and the spinal cord during a number of conditions. We propose that their presence in the central nervous system (CNS) during homeostasis, infection, and neurodegenerative disease has the potential to contribute to immunosurveillance, alter host responses and skew developing immunity. Here, we review the evidence for HDP expression and function in the CNS in health and disease. We describe how a wide range of HDP are expressed in the CNS of humans, rodents, birds, and fish, suggesting a conserved role in protecting the brain from pathogens, with evidence of production by resident CNS cells. We highlight differences in methodology used and how this may have resulted in the immunomodulatory roles of HDP being overlooked. Finally, we discuss what HDP expression may mean for CNS immune responses.