The field of psychoneuroimmunology (PNI) has grown substantially in both relevance and prominence over the past 40 years. Notwithstanding its impressive trajectory, a majority of PNI studies are still based on a relatively small number of analytes. To advance this work, we suggest that PNI, and health research in general, can benefit greatly from adopting a multi-omics approach, which involves integrating data across multiple biological levels (e.g., the genome, proteome, transcriptome, metabolome, lipidome, and microbiome/metagenome) to more comprehensively profile biological functions and relate these profiles to clinical and behavioral outcomes. To assist investigators in this endeavor, we provide an overview of multi-omics research, highlight recent landmark multi-omics studies investigating human health and disease risk, and discuss how multi-omics can be applied to better elucidate links between psychological, nervous system, and immune system activity. In doing so, we describe how to design high-quality multi-omics studies, decide which biological samples (e.g., blood, stool, urine, saliva, solid tissue) are most relevant, incorporate behavioral and wearable sensing data into multi-omics research, and understand key data quality, integration, analysis, and interpretation issues. PNI researchers are addressing some of the most interesting and important questions at the intersection of psychology, neuroscience, and immunology. Applying a multi-omics approach to this work will greatly expand the horizon of what is possible in PNI and has the potential to revolutionize our understanding of mind-body medicine.