There is some evidence that major depression is characterized by systemic immune activation with involvement of phagocytic cells, T cell activation, B cell proliferation and increased autoantibody production. This paper reviews that major depression may be accompanied by higher concentrations of positive and lower concentrations of negative acute phase proteins (APPs). The most prominent abnormalities of APPs in major depression are increased haptoglobin (Hp) plasma levels. The latter are significantly and positively correlated with interleukin (IL)-6 production, various indices of systemic immune activation (e.g. monocytosis, neutrophilia, T cell activation) and with the vegetative symptoms of depression (e.g. anorexia, weight loss, psychomotor retardation, sleep disorders, anergy). Major depression is characterized by an altered distribution of Hp phenotypes and genes suggesting that genetic variation on chromosome 16 may be associated with this illness. It is concluded that increased production of IL-6 and IL-1 in major depression may underlie both immune activation and the "acute" phase response in that illness, and that disorders in Hp may be related to the pathophysiology and pathogenesis of major depression.