Major depressive disorder (MDD) is a serious mental disorder with unclear pathogenesis. ProBDNF is a precursor protein of brain derived neurotrophic factor (BDNF) expressed in the central nervous system and peripheral tissues. Previous studies showed that blood proBDNF levels in MDD were increased. However, the relationship between proBDNF/p75NTR and inflammatory cytokines in peripheral blood of MDD is unknown. The current study examined the expression of proBDNF and inflammatory markers in patients with major depression. Peripheral blood mononuclear cells (PBMCs) and serum were obtained from depressive patients (n = 32) and normal donors (n = 20). We examined the mRNA and protein expression of proBDNF/p75NTR/sortilin signaling pathway, as well as tumor necrosis factor α (TNF-α), interleukin-1β (IL-1β), interleukin-6 (IL-6), interleukin-10 (IL-10) in human PBMCs. The Enzyme-Linked Immunosorbent Assay (ELISA) levels of these factors in the sera were also examined. Furthermore, the correlations between each factor and severity of major depression were tested. Of biomarkers studies, we found that proBDNF, p75NTR and sortilin production were significantly increased in PBMCs from MDD patients compared with that from the normal donors. The upregulation of p75NTR in PBMCs was most obvious as determined by qPRC and Western blots. Interestingly, the expression of proBDNF/p75NTR/sortilin signaling pathway in PBMC could be reversed after therapeutic management. Inflammatory cytokines in PBMC from MDD patients were also increased. Consistently, ELISA showed that the levels of p75NTR, sortilin, IL-1β and IL-10 in the serum of major depression were also increased compared with normal donors, and positively correlated with the major depression scores. The levels of IL-1β and IL-10 were also positively correlated with the major depression scores. Intriguingly, the levels of sortilin was positively correlated with IL-1β. Further flow cytometry studies showed that the number of proBDNF and p75NTR positive CD4+, CD8+ T cells and CD19+ B cells from MDD patients was increased and subsequently reversed after therapeutic management. The findings suggest that the upregulation of proBDNF/p75NTR/sortilin signaling pathway may relate to inflammatory markers in patients with major depression. Our data also suggest that proBDNF/p75NTR/sortilin signaling pathway may serve as biomarkers for MDD.