A bidirectional relation between depression and natural immunity has been identified: depressive episodes are associated to a relative immunodeficiency, conversely inflammatory activity has been implicated in the development of depressive symptoms and in the pathophysiology of depression. Depression has been associated with a decrease in the number and activity of NK lymphocytes and hence patients with depression may show immunodeficiency towards intracellular microorganisms and tumors. Paradoxically, depression is sometimes accompanied by an inflammatory state, developed from the peripheral stimuli (atopy) or central stimuli (chronic stress) and mediated by proinflammatory cytokines (IL-6, TNF and IL-1). These cytokines can play a role in the pathophysiology of depression and of various diseases, supporting the hypothesis that many chronic diseases are individual manifestations of a common proinflammatory denominator.