The syndrome called depression may represent the common final pathway at which different aetiopathogenic processes converge. One such aetiopathogenic process is innate immune system activation. Some depressed patients have increased levels of inflammatory cytokines and other immunologic abnormalities. It is not known whether immune system activation contributes to the pathogenesis of depressive symptoms. Supporting this possibility is the observation that in both rodents and humans, exogenous immune stimuli such as endotoxin can produce symptoms that resemble depression. A new approach to depression research would be to use immune stimuli to elicit depressive symptoms in humans. Here we review each of the symptoms elicited in humans by endotoxin administration, and compare this model to two other immune depression paradigms: interferon-alpha treatment and typhoid vaccine administration, to assess to what degree endotoxin administration represents a valid model of immune depression. We also review corresponding behavioral changes in rodents and the potential molecular pathways through which immune system activation produces each symptom.