Background: The pathophysiology of depression is associated with the hyperactivity of immune inflammatory responses. Cyclooxygenase-2 inhibitors such as celecoxib reduce the production of pro-inflammatory cytokines. The purpose of the present investigation was to assess the efficacy of celecoxib as an adjuvant agent in the treatment of major depression in a six-week double blind and placebo controlled trial. Methods: Forty adult outpatients who met the DSM-IV-TR criteria for major depression participated in the trial. Patients have a baseline Hamilton Rating Scale for Depression score of at least 18. Patients were allocated in a random fashion: 20 to fluoxetine 40 mg/day plus celecoxib 400 mg/day (200 mg bid) (morning and evening) and 20 to fluoxetine 40 mg/ day plus placebo. Patients were assessed by a psychiatrist at baseline and after 1, 2, 4, and 6 weeks after the medication started. Results: Although both protocols significantly decreased the score of Hamilton Rating Scale for Depression over the trial period, the combination of fluoxetine and celecoxib showed a significant superiority over fluoxetine alone in the treatment of symptoms of major depression. There were no significant differences in the two groups in terms of observed side effects. Conclusion: The results of this study suggest that celecoxib may be an effective adjuvant agent in the management of patients with major depression and anti-inflammatory therapies should be further investigated.