High levels of pro-inflammatory biomarkers have been reported in depression. In the present study, five pro-inflammatory biomarkers were measured in the blood of patients with major depressive disorder (MDD). Biomarker levels were compared to age- and sex-matched healthy subjects. Patients with MDD had significantly higher baseline levels of tumour necrosis factor-alpha (TNFalpha, P=0.04), interleukin-1beta (IL1beta, P=0.03), and monocyte chemotactic protein-1 (MCP-1; P=0.02) compared to controls. There were no differences between groups in levels of cell determinant-40 ligand (CD40L) and C-reactive protein (CRP). A subset of the MDD patients consented to undergo treatment with venlafaxine (an SNRI: at lower doses a selective serotonin reuptake inhibitor; at higher doses also a norepinephrine reuptake inhibitor) for 8 weeks. By week 8, all treatment completers had responded therapeutically. However, levels of TNFalpha, IL1beta, and MCP-1 remained elevated. A concave quadratic equation described the associations between plasma venlafaxine concentrations and IL1beta (P=0.03), TNFalpha (P=0.09), and MCP-1 (P=0.02), suggesting that these biomarkers may have become selectively lowered in the serotonergic dose range of venlafaxine. This is the first report of venlafaxine's possible effect on pro-inflammatory biomarkers.