Stress is generally considered to suppress the immune system and may lead to an increase in the occurrence of disease in the presence of a pathogen. The immune system is ordinarily brought back to a baseline response level after immune challenge through homeostatic processes, in part regulated by the hypothalamic-pituitary-axis. Often, findings reported from various studies investigating the effects of stress on the immune system are conflicting and difficult to reconcile into a cohesive and comprehensible set of universally applicable theories. These discrepancies may be partly explained by the types and durations of the stressors, the aspect(s) of immune system measured, genetics, and social status. A particular stressor may enhance cell-mediated immune responses while suppressing humoral responses or vice versa, thus disrupting the balance between these components of the immune system. How farm animals perceive their environment depends not only on traditional environmental stressors (e.g., heat, cold, humidity, pollutants), but also on aspects of their social environment. Dominant animals may have enhanced immune activation, whereas subordinates have suppression of the same immune component in response to the same stressor. This could explain why individual animals within a group respond differently to stressors and disease challenges. A better understanding of the consequences and complex interactions between social and environmental stressors for innate and adaptive immune traits must be developed so we can more fully understand the effects of stress on immunity in livestock. Once these complex relationships are better understood, more effective interventions can be designed to improve animal health and well-being.