The relation of depression to immunological assays is complex and variable. However, meta-analyses have demonstrated that depressed subjects are likely to show changes in several immune assays. Depressed subjects are likely to have changes in major immune cell classes with an increase in total white blood cell counts and a relative increase in numbers of neutrophils. However, the relative number of lymphocytes is likely to be reduced in depressed subjects. Depression also appears to be associated with increases in at least one measure of immune activation, although further investigations are clearly needed to replicate these interesting observations. Finally, depression is reliably associated with a suppression of mitogen-induced lymphocyte proliferation and with a reduction of NK activity. Despite the heterogeneity of findings, the effect sizes in the relationship between depression and lymphocyte proliferation and NK activity are large as compared to those observed in other areas of psychological and medical research. Several moderating factors may explain and account for the heterogeneity that has been found in the depression-immune results. Future immunologic studies in depressed subjects are needed to clarify the effects of gender and reproductive hormones on the relation between depression and immunity. Severity of melancholic symptoms and sleep disturbance appear to moderate the immune changes in depression but the biological mechanisms that account for the link between these neurovegetative symptoms and depression are not yet known. Finally, assessment of co-morbidity in depressed subjects deserves an increased focus. Data generated from our laboratory clearly show that assessment of alcohol- and tobacco dependence is critical in the interpretation of immune changes in depressed subjects. The clinical significance of changes in immune responses in depressed subjects remains an unanswered question. Studies that use immune measures with disease specific endpoints, as has been recently conducted in the study of VZV immune responses, would help identify the possible link between depression, immune system alterations, and health outcomes.