Immune gene variants are known to be associated with the risk of psychiatric disorders, their clinical manifestations, and their response to therapy. This narrative review summarizes the current literature over the past decade on the association of polymorphic variants of cytokine genes with risk, severity, and response to treatment for severe mental disorders such as bipolar disorder, depression, and schizophrenia. A search of literature in databases was carried out using keywords related to depressive disorder, bipolar disorder, schizophrenia, inflammation, and cytokines. Gene lists were extracted from publications to identify common genes and pathways for these mental disorders. Associations between polymorphic variants of the IL1B, IL6, and TNFA genes were the most replicated and relevant in depression. Polymorphic variants of the IL1B, IL6, IL6R, IL10, IL17A, and TNFA genes have been associated with schizophrenia. Bipolar disorder has mainly been associated with polymorphic variants of the IL1B gene. Interestingly, the IL6R gene polymorphism (rs2228145) was associated with all three diseases. Some cytokine genes have also been associated with clinical presentation and response to pharmacotherapy. There is also evidence that some specific polymorphic variants may affect the expression of cytokine genes. Thus, the data from this review indicate a link between neuroinflammation and severe mental disorders.