An increasing body of evidence implicates proinflammatory cytokines in psychiatric disorders, namely, in depression. Of notice, recent studies showed that anti-inflammatory cytokines, such as IL-10, also modulate depressive-like behavior. In this article, we propose that the anti-inflammatory cytokine IL-10 is a putative link between two of the most widely reported phenomenon observed in depressed patients: the disruption of the hypothalamic-pituitary-adrenal axis and the imbalanced production of cytokines. If so, IL-10 might represent a novel target for antidepressant therapy.