Tumor necrosis factor α (TNFα) is a crucial mediator involved in the communications between immune and nervous systems in physiological conditions, and its relevance is amplified during disease. Considered originally detrimental and a target for therapeutic intervention, recently it has also gained attention for its protective role, especially in central nervous system (CNS) confined diseases. Thus, TNFα has become the key molecule illustrating the peculiar and still not completely understood pathways by which inflammatory and immune reactions occur in the brain. Several human pathologies that lack an efficient therapy and that carry enormous social costs rely on these mechanisms. Thus, further research is needed to improve our knowledge and to allow the identification of therapeutic targets or strategies for immune-mediated inflammatory disease of the CNS in which TNFα is primarily involved. We describe here how to induce experimental autoimmune encephalomyelitis, cerebral malaria, and brain ischemia in rodents, and some protocols to analyze them. The application of innovative research strategies or original therapeutic approaches to these experimental models may be rewarding in terms of advancement in a field that is crucial for the management of many human patients.