Cytokines have been implicated in the pathology of depression. Currently, the evidence is based on cross-sectional studies and meta-analytic research comparing blood concentrations of T helper type 1 (TH1), T helper type 2 (TH2), pro-inflammatory or anti-inflammatory cytokines of patients with a depressive disorder to those of healthy controls. Additionally, multiple longitudinal studies have investigated cytokine levels during antidepressant treatment. According to the current literature, it seems that peripheral levels of interleukin (IL)-6, IL-10, IL-12, IL-13, and tumor necrosis factor (TNF)-α are elevated and that interferon (IFN)-γ levels are lower in patients with depression compared to healthy controls. However, the overlap of cytokine values between acutely depressed patients, remitted and recovered patients and healthy controls is considerable. Thus, the discriminative power of cytokine concentrations between depressed and non-depressed people is likely weak. Treatment with certain antidepressants appears to decrease peripheral levels of IL-6, IL-10, and TNF-α. However, weight gain-inducing psychopharmacological substances, such as the antidepressant mirtazapine, have been reported to potentially increase the production of pro-inflammatory cytokines. Even though cytokines are often discussed as biomarkers for depression, they have also been shown to be altered in other psychiatric disorders. Moreover, many environmental, social, psychological, biological, and medical factors are also associated with cytokine changes. Thus, cytokine alterations seem extremely unspecific. The interpretation of the results of these studies remains a challenge because it is unknown which type of cells are most responsible for cytokine changes measured in the blood nor have the main target cells or target tissues been identified. The same cytokine can be produced by multiple cell types, and the same cell can produce various cytokines. Additionally, redundancy, synergy, antagonism, and signaling cascades of cytokine signaling must be considered. Cytokines might not be associated with the diagnosis of depression according to the currently used diagnostic manuals, but rather with specific subtypes of depression, or with depressive symptoms across different psychiatric diagnoses. Therefore, the currently available diagnostic systems may not be the ideal starting point for psychiatric cytokine research.