It has been well recognized that exposure to stress can lead to the onset of psychosocial disorders such as depression. While there are a number of antidepressant therapies currently available and despite producing immediate neurochemical alterations, they require weeks of continuous use in order to exhibit antidepressant efficacy. Moreover, up to 30% of patients do not respond to typical antidepressants, suggesting that our understanding of the pathophysiology underlying stress-induced depression is still limited. In recent years inflammation has become a major focus in the study of depression as several clinical and preclinical studies have demonstrated that peripheral and central inflammatory mediators, including interleukin (IL)-1ÎČ, are elevated in depressed patients. Moreover, it has been suggested that inflammation and particularly neuroinflammation may be a direct and immediate link in the emergence of stress-induced depression due to the broad neural and glial effects that are elicited by proinflammatory cytokines. Importantly, individual differences in inflammatory reactivity may further explain why certain individuals exhibit differing susceptibility to the consequences of stress. In this review article, we discuss sources of individual differences such as age, sex and coping mechanisms that are likely sources of distinct changes in stress-induced neuroimmune factors and highlight putative sources of exaggerated neuroinflammation in susceptible individuals. Furthermore, we review the current literature of specific neural and glial mechanisms that are regulated by stress and inflammation including mitochondrial function, oxidative stress and mechanisms of glutamate excitotoxicity. Taken together, the impetus for this review is to move towards a better understanding of mechanisms regulated by inflammatory cytokines and chemokines that are capable of contributing to the emergence of depressive-like behaviors in susceptible individuals.