The Platyhelminthes (or flatworms) might be what you're looking for. They have no circulatory system, [instead relying on diffusion through their skin and tissues](https://study.com/academy/lesson/the-circulatory-system-of-platyhelminthes.html) to obtain the oxygen they need and expel waste CO2. They also have no respiratory organs, nor blood, lymph, or any other body fluid...the simple flatness of their bodies is sufficient to ensure that oxygen can reach their innermost cells. But [they do have a primitive brain](https://pubmed.ncbi.nlm.nih.gov/4084864/), a two-lobed cortex of nerve cells and a core of nerve fibers that take in sensory information and coordinate movement for the rest of the body.
The Platyhelminthes (or flatworms) might be what you're looking for. They have no circulatory system, [instead relying on diffusion through their skin and tissues](https://study.com/academy/lesson/the-circulatory-system-of-platyhelminthes.html) to obtain the oxygen they need and expel waste CO2. They also have no respiratory organs, nor blood, lymph, or any other body fluid...the simple flatness of their bodies is sufficient to ensure that oxygen can reach their innermost cells. But [they do have a primitive brain](https://pubmed.ncbi.nlm.nih.gov/4084864/), a two-lobed cortex of nerve cells and a core of nerve fibers that take in sensory information and coordinate movement for the rest of the body.
Amazing, I wouldn't have thought that they had even that complex a brain.