Major depressive disorder (MDD) is a debilitating illness that affects a significant percentage of the world population. This disorder is associated with diminished productivity and reduced quality of life; unfortunately the underlying pathophysiological mechanisms are not fully clarified. Recently, several studies have suggested that psychiatric disorders could be considered as inflammatory disorders; nevertheless. Inflammation is therefore an important biological event that might increase the risk of major depressive episodes, much like the more traditional psychosocial factors There is strong evidence that depression involves alterations in multiple aspects of immunity that may contribute to the development or exacerbation of a number of medical disorders and also may play a role in the pathophysiology of depressive symptoms. This review highlights the role of neuroinflammation and immunity in the pathophysiology of psychiatric disorders such as MDD.