This paper summarizes the possible interrelation between peripheral and/or cerebral inflammation and depression. Often, depression is regarded as a consequence of life events, including disabling diseases. The question addressed here is whether activation of the inflammatory response system (IRS) can cause depression. Epidemiological studies suggest that depression can be precipitated by bacterial or viral infections. In depressed patients, peripheral markers of the IRS are often increased. There is some evidence that some forms of depression are caused by a viral infection of the limbic system. More consistent are the observations that depression in diseases with active cerebral inflammatory processes (e.g. multiple sclerosis, Alzheimer's disease) may concur. Direct evidence of a relation between depression and inflammation was found in post-mortem brain material of patients with a vascular depression. In both inflammatory brain diseases and in depression, a state-dependent increased hypothalamus–pituitary–adrenal axis activity is seen. Animals studies have shown that intact cerebral serotonin systems are required for the activation of the IRS following an endotoxin challenge and that long-term treatment with antidepressants may change such a response. Gender differences between the prevalence of depression and inflammatory diseases are similar, as more females are affected. We hypothesize that cerebral or peripheral activation of the IRS may contribute to the course of some antidepressant treatment-resistant depressions. Clinical trials combining antidepressants and drugs that reduce the activation of the IRS may provide evidence for such proposed depression subtypes.