Stress is a risk factor for psychiatric disorders. Studies using rodent stress models have shown critical roles for inflammation-related molecules in stress-induced behavioral changes. Under chronic mild stress, IL-1beta through IL-1 receptor type 1 (IL-1RI) in the brain activates the hypothalamic-pituitary-adrenal axis, thereby stimulating glucocorticoid release, which in turn decreases motivation to obtain reward. IL-1beta can also suppress proliferation of neural progenitor cells directly through IL-1RI and/or indirectly through glucocorticoid. In repeated social defeat stress, endothelial IL-1RI is involved in stress-induced upregulation of inflammation-related molecules and elevated anxiety. Prostaglandin (PG) E2 and its receptor EP1 mediate elevated anxiety and social avoidance induced by repeated social defeat through attenuating a stress-coping action of the meso-prefrontal dopaminergic pathway. IL-1beta and PGE2 are thought to be released from microglia activated by repeated stress. Whereas the mechanism for stress-induced microglial activation remains elusive, it has been reported that repeated stress induces migration of peripheral macrophages into the brain in a manner dependent on IL-1RI and multiple chemokines, which are also critical for stress-induced elevated anxiety. These findings reveal multiple actions of inflammation-related molecules in the brain and the crosstalk between neurons and microglia as well as that between the brain and the periphery in rodent stress models.