A proportion of cases with mood disorders have elevated inflammatory markers in the blood that conceivably may result from stress, infection and/or autoimmunity. However, it is not yet clear whether depression is a neuroinflammatory disease. Multiple histopathological and molecular abnormalities have been found postmortem but the etiology of these abnormalities is unknown. Here, we take an immunological perspective of this literature. Increases in activated microglia or perivascular macrophages in suicide victims have been reported in the parenchyma. In contrast, astrocytic markers generally are downregulated in mood disorders. Impairment of astrocytic function likely compromises the reuptake of glutamate potentially leading to excitotoxicity. Inflammatory cytokines and microglia/macrophage-derived quinolinic acid (QA) downregulate the excitatory amino acid transporters responsible for this reuptake, while QA has the additional effect of inhibiting astroglial glutamine synthetase, which converts glutamate to glutamine. Given that oligodendroglia are particularly vulnerable to inflammation, it is noteworthy that reductions in numbers or density of oligodendrocyte cells are one of the most prominent findings in depression. Structural and/or functional changes to GABAergic interneurons also are salient in postmortem brain samples, and may conceivably be related to early inflammatory insults. Although the postmortem data are consistent with a neuroimmune etiology in a subgroup of depressed individuals, we do not argue that all depression-associated abnormalities are reflective of a neuroinflammatory process or even that all immunological activity in the brain is deleterious. Rather, we highlight the pervasive role of immune signaling pathways in brain function and provide an alternative perspective on the current postmortem literature.