Immunomodulation is increasingly being recognised as a part of mental diseases. Here, we examined whether levels of immunological protein markers changed with depression, age, or the inhibitory neurotransmitter gamma-aminobutyric acid (GABA). An analysis of plasma samples from patients with a major depressive episode and control blood donors (CBD) revealed the expression of 67 inflammatory markers. Thirteen of these markers displayed augmented levels in patients compared to CBD. Twenty-one markers correlated with the age of the patients, whereas 10 markers correlated with the age of CBD. Interestingly, CST5 and CDCP1 showed the strongest correlation with age in the patients and CBD, respectively. IL-18 was the only marker that correlated with the MADRS-S scores of the patients. Neuronal growth factors (NGFs) were significantly enhanced in plasma from the patients, as was the average plasma GABA concentration. GABA modulated the release of seven cytokines in anti-CD3-stimulated peripheral blood mononuclear cells (PBMCs) from the patients. The study reveals significant changes in the plasma composition of small molecules during depression and identifies potential peripheral biomarkers of the disease.