Mounting evidence demonstrates enhanced systemic levels of inflammatory mediators in depressed patients, indicating that inflammation may play a role in the etiology and course of mood disorders. Indeed, proinflammatory cytokines induce a behavioral state of conservation-withdrawal resembling human depression, characterized by negative mood, fatigue, anhedonia, psychomotor retardation, loss of appetite, and cognitive deficits. Mechanisms of cytokine actions on behavior involve activation of inflammatory signaling pathways in the brain, resulting in changes of neurotransmitter metabolism (monoamine, glutamate), neuroendocrine function, and neuronal plasticity. Neuroinflammation may also contribute to non-responsiveness to current antidepressant (AD) therapies. Namely, response to conventional AD medications is associated with a decrease in inflammatory biomarkers, whereas resistence to treatment is accompanied by increased inflammation. Thus, interactions between the immune system and CNS are not only involved in shaping behavior, but also in responding to therapeutics. In this review, we will discuss in detail the utility and shortcomings of pharmacologic AD treatment strategies focused on inflammatory pathways, applied alone or as an adjuvant component to current AD therapies.