Substantial evidence demonstrates that inflammatory processes may underlie depression for a subset of patients, including work showing that healthy subjects exposed to an inflammatory challenge show increases in depressed mood and feelings of social disconnection. However, despite the fact that depression is two times as likely to occur in females than males, the vast majority of this work has been carried out in males. Thus, the objective of this study was to determine whether females (vs males) would show greater increases in proinflammatory cytokines, depressed mood, and social disconnection in response to an inflammatory challenge. One hundred and fifteen healthy participants (69 female) completed this double-blind, placebo-controlled, randomized clinical trial in which participants were randomly assigned to receive either a single infusion of low-dose endotoxin (derived from Escherichia coli; 0.8 ng/kg of body weight) or placebo (same volume of 0.9% saline). Interleukin-6 (IL-6), tumor necrosis factor-α (TNF-α), depressed mood, and feelings of social disconnection were assessed hourly. Results showed that endotoxin (vs placebo) led to increases in proinflammatory cytokines (TNF-α, IL-6), depressed mood, and feelings of social disconnection. Females exposed to endotoxin showed greater increases in depressed mood and feelings of social disconnection. Furthermore, increases in TNF-α and IL-6 were correlated with increases in social disconnection for females but not for males. These sex differences in the relationships between inflammatory and socioemotional responses to an inflammatory challenge may be particularly important for understanding why females are two times as likely as males to develop depressive disorders.