Sex-specific differences in metabolic and immune function are shaped by endocrine-immune interactions, yet the complexity of this relationship remains poorly understood. Here, we identify an immune cell-like state of tanycytes, an ependymoglial cell type lining the third ventricle that mediates brain-body communication1,2 in both mice and humans. Using single-cell transcriptomics, we provide a high-resolution cellular map of the mouse and human mediobasal hypothalamus with cross-species comparison of tanycytes. We capture dynamic sex-, oestrous cycle- and high-fat diet-dependent transcriptomic changes in tanycytes, including a cyclic interferon response in tanycytes during the physiological oestrous cycle in female mice. We found that the oestrous cycle, with its changing hormonal milieu, especially oestradiol, affected the brain's immune responses, characterized by the temporal and cyclic expression of interferon regulatory factor 7 (Irf7) gene, as well as downstream interferon-stimulated genes such as Cxcl10 in tanycytes of female mice, which are associated with increased infiltration of leukocytes and cytokine responses. Irf7 expression in tanycytes of physiological males remained stable and markedly lower, suggesting a distinct immune activation pattern in the brains of cycling females. By targeting oestrogen and interferon signaling in tanycytes, we show that balanced, cyclic leukocyte infiltration into the median eminence may have a role in oestrous cycle maintenance, whereas Irf7 in tanycytes modulates circulating monocyte proportions, revealing brain-immune system communication through tanycytes. Our findings reveal an immune-associated role for tanycytes, with potential implications for understanding the endocrine and immunological mechanisms underlying sex-biased diseases.