The role of inflammation in major depressive disorder (MDD) has been of growing interest over the past two decades and evidence suggests it plays a role in depression. Evidence linking inflammation to MDD comes from three different observations (a) elevated levels of inflammatory markers in patients with MDD, even in the absence of illness, (b) co-occurrence of MDD with inflammatory illnesses and (c) increased risk of MDD with cytokine treatment. Cytokines have been found to influence almost every pathway involved in the pathogenesis of depression including alterations to the expression of neurotransmitters, neuroendocrine function, synaptic plasticity and basal ganglia. The similarities between cytokine-induced sickness behaviour and MDD further support a role of inflammation in depression as well as the anti-inflammatory effects of successful antidepressant treatment. This account describes the inflammatory mechanisms thought to be involved in MDD and the evidence for this.