Reflexes can be many things.
Many reflexes do not even reach the brain, they are executed by neurons in the spinal cord. For example, if you stand and lean forwards, it is a purely spinal reflex which makes you stick your leg out and stops you from falling over. Afferent nerves provide feedback to your brain telling you what has happened, however, the action itself is done without the involvment of the brain. Another definition of a reflex could be a conditioned behaviour. I assume as part of your psychology course you have come across conditioning etc.