Interleukin-18 (IL-18) is an inflammatory cytokine that has been linked to energy homeostasis and psychiatric symptoms such as depression and cognitive impairment. We previously revealed that deficiency in IL-18 led to hippocampal abnormalities and resulted in depression-like symptoms. However, the impact of IL-18 deficiency on other brain regions remains to be clarified. In this study, we first sought to confirm that IL-18 expression in neural cells can be found in human brain tissue. Subsequently, we examined the expression of genes in the prefrontal cortex of Il18−/− mice and compared it with gene expression in mice subjected to a chronic mild stress model of depression. Extracted genes were further analyzed using Ingenuity® Pathway Analysis, in which 18 genes common to both the chronic mild stressed model and Il18−/− mice were identified. Of those, 16 were significantly differentially expressed between Il18+/+ and Il18−/− mice. We additionally measured protein expression of α-2-HS-glycoprotein (AHSG) and transthyretin (TTR) in serum and the brain. In the prefrontal cortex of Il18−/− mice, TTR but not AHSG was significantly decreased. Conversely, in the serum of Il18−/− mice, AHSG was significantly increased but not TTR. Therefore, our results suggest that in IL-18-deficit conditions, TTR in the brain is one of the mediators causally related to depression, and AHSG in peripheral organs is one of the regulators inducing energy imbalance. Moreover, this study suggests a possible “signpost” to clarify the molecular mechanisms commonly underlying the immune system, energy metabolism, neural function, and depressive disorders.