There is a whole field called psychoneuroimmunology. (I'm obsessed with the immune system, ever since I was diagnosed with in Autoimmune condition in April 2018.)

I get my C-Reactive protein measured fortnightly. Just under two weeks ago, my father died. My CRP measurement went from 6 to 18, with no other changes to explain the rise.

https://www.healthline.com/health/psychoneuroimmunology#research