While it is unlikely that Major Depressive Disorder (MDD) is a primary and pure ‘inflammatory’ disease, evidence is accumulating to show that depression and inflammation are closely connected and may fuel each other. Specifically: 1) patients with inflammatory diseases are more likely to show greater rates of MDD; 2) a large number (approximately one-third) of people with major depression show elevated peripheral inflammatory biomarkers, even in the absence of a medical illness, and 3) patients treated with cytokines (i.e. for chronic infective hepatitis) are at increased risk of developing depression. Indeed, inflammatory mediators have been found to alter glutamate and monoamine neurotransmission, glucocorticoid receptor resistance and hippocampal neurogenesis. Also, inflammation is able to alter brain signalling patterns, to affect cognition and to contribute to the production of a pattern of symptoms, clustering in a syndrome named ‘sickness behaviour’ and closely related to depression. Moreover, it is becoming increasingly clear that inflammation may increase the complexity and severity of illness presentation, as well as treatment response, at least among a subpopulation of individuals with MDD.