Major depressive disorder also known as clinical depression, unipolar depression or depression is associated with significant morbidity, mortality, high suicidal tendencies and deaths. Preclinical and clinical studies suggest that psychiatric illnesses like major depression are associated with inflammatory processes. While it is unlikely that major depression is a primary inflammatory disorder, there is now evidence to suggest that inflammation play a subtle role in the pathophysiology of major depression. The inflammation in depression cascade pin points to the origin from immune hyperactivity and thus a new theory that explains role of immune system mediated inflammation has been accepted and researched upon. widely. This theory states that depression is accompanied by altered immune function and activation of the inflammatory response system. This theory is strengthened form the fact that the current therapeutic options which mainly target neurotransmitters, are not effective in many patients and these patients has been found to be associated with elevated levels of inflammatory mediators specifically cytokines. It is reported more recently that other risk factors for depression, including psychosocial stress, psychological trauma, sleep disturbance and pain, also increases inflammatory processes. Thus the intervention in the immune system originated from inflammatory cytokines seems a therapeutically viable option in the field of depression research.