Background: The communication between the brain and the immune system is a cornerstone in animal physiology. This interaction is mediated by immune factors acting in both health and pathogenesis, but it is unclear how these systems molecularly and mechanistically communicate under changing environmental conditions. Behavioural fever is a well‐conserved immune response that promotes dramatic changes in gene expression patterns during ectotherms’ thermoregulatory adaptation, including those orchestrating inflammation. However, the molecular regulators activating the inflammatory reflex in ectotherms remain unidentified. Methods: We revisited behavioural fever by providing groups of fish a thermal gradient environment during infection. Our novel experimental setup created temperature ranges in which fish freely moved between different thermal gradients: (1) wide thermoregulatory range; T° = 6.4 °C; and (2) restricted thermoregulatory range; T° = 1.4 °C. The fish behaviour was investigated during 5‐days post‐viral infection. Blood, spleen, and brain samples were collected to determine plasmatic pro‐ and anti‐inflammatory cytokine levels. To characterize genes’ functioning during behavioural fever, we performed a transcriptomic profiling of the fish spleen. We also measured the activity of neurotransmitters such as norepinephrine and acetylcholine in brain and peripheral tissues. Results: We describe the first set of the neural components that control inflammatory modulation during behavioural fever. We identified a neuro‐immune crosstalk as a potential mechanism promoting the fine regulation of inflammation. The development of behavioural fever upon viral infection triggers a robust inflammatory response in vivo, establishing an activation threshold after infection in several organs, including the brain. Thus, temperature shifts strongly impact on neural tissue, specifically on the inflammatory reflex network activation. At the molecular level, behavioural fever causes a significant increase in cholinergic neurotransmitters and their receptors’ activity and key anti‐inflammatory factors such as cytokine Il10 and Tgfβ in target tissues. Conclusion: These results reveal a cholinergic neuronal‐based mechanism underlying anti‐inflammatory responses under induced fever. We performed the first molecular characterization of the behavioural fever response and inflammatory reflex activation in mobile ectotherms, identifying the role of key regulators of these processes. These findings provide genetic entry points for functional studies of the neural–immune adaptation to infection and its protective relevance in ectotherm organisms.