There is increasing evidence to suggest an association between depression and inflammation, with patients suffering from immune mediated-disorders exhibiting higher levels of depression. Inflammation in depression is a potential target for the development of novel treatment strategies. The present study presents a clinical case in which a patient with an underlying inflammatory condition acutely developed a severe depressive episode resulting in a sudden, dramatic change in their clinical picture. This case, with no similar case reports being in the literature thus far, at least to the best of our knowledge, highlights the increasing consideration that there may be a causative role between neuro-inflammation and depression. This study reports the case of a 40-year-old male with acute lymphoblastic leukaemia (ALL) and no previous psychiatric history, who developed an acute onset of a severe depressive episode in the context of the immune-mediated graft-versus-host disease (GVHD). GVHD is a complication of allogeneic hematopoietic cell transplantation, which the patient had undergone, for the treatment of his ALL. The rapid onset of depression could be explained by the neuroinflammatory processes occurring in GVHD. This provides a clinical example for the possible role of the immune system in depression, and clinicians should be aware of this association.