The relationships between immune and neural function are an increasingly important area of study for neuropsychiatric disorders, in particular depression. This is exemplified by the growing number of publications on cytokines and depression during the last 10 years, as compared to earlier decades. This review summarizes the current theories and novel treatment strategies for depression, with a focus on cytokine-induced depression. Neuroimmune mechanisms are now viewed as central to the development of depressive symptoms and emerging evidence is beginning to identify the neural circuits involved in cytokine-induced depression. The current diagnostic categories for depression, as defined by the Diagnostic and Statistical Manual of Mental Disorders, however, are not etiologically or biologically derived, and it has been proposed that "depression", likely reflects multiple pathogeneses leading to varying symptom constellations. As we move toward a better biological understanding of depression-related symptom constellations or syndromes, the term "depression" may prove inadequately broad, and an integration of interdisciplinary literatures will increase in importance. Future research should aim to characterize these depression-related symptom constellations or syndromes better with the goal of optimizing treatment strategies.