Deep brain stimulation (DBS) in the subgenual cingulated gyrus (SCG) is a promising new technique that may provide sustained remission in resistant major depressive disorder (MDD). Initial studies reported a significant early improvement in patients, followed by a decline within the first month of treatment, an unexpected phenomenon attributed to potential placebo effects or a physiological response to probe insertion that remains poorly understood. Here we characterized the behavioural antidepressant-like effect of DBS in the rat medial prefrontal cortex, focusing on modifications to rodent SCG correlate (prelimbic and infralimbic (IL) cortex). In addition, we evaluated the early outcome of DBS in the SCG of eight patients with resistant MDD involved in a clinical trial. We found similar antidepressant-like effects in rats implanted with electrodes, irrespective of whether they received electrical brain stimulation or not. This effect was due to regional inflammation, as it was temporally correlated with an increase of glial-fibrillary-acidic-protein immunoreactivity, and it was blocked by anti-inflammatory drugs. Indeed, inflammatory mediators and neuronal p11 expression also changed. Furthermore, a retrospective study indicated that the early response of MDD patients subjected to DBS was poorer when they received anti-inflammatory drugs. Our study demonstrates that electrode implantation up to the IL cortex is sufficient to produce an antidepressant-like effect of a similar magnitude to that observed in rats receiving brain stimulation. Moreover, both preclinical and clinical findings suggest that the use of anti-inflammatory drugs after electrode implantation may attenuate the early anti-depressive response in patients who are subjected to DBS.