Major depressive disorder (MDD) is a common condition that afflicts the general population across a broad spectrum of ages and social backgrounds. The inflammatory hypothesis of depression posits that immune hyperactivation and dysregulated cytokine production are involved in depression. To investigate cytokine profiles in patients with MDD, we examined the levels of the pro-inflammatory cytokines interleukin (IL)-1β, IL-6, IL-8, and tumor necrosis factor (TNF)-α, and those of the anti-inflammatory cytokines IL-10 and transforming growth factor (TGF)-β1 in antidepressant drug-naïve patients with MDD. Compared to healthy controls, patients with MDD had significantly higher levels of IL-1β, IL-10, and TNF-α, but significantly lower levels of IL-8. There were no significant differences in the levels of IL-6 or TGF-β1. We found linear correlations between IL-1β, TNF-α, and IL-8, and the severity of depression, as well as between IL-8 and anxiety level in patients with comorbid anxiety disorder. In addition, higher IL-1β and TNF-α levels were associated with higher Hamilton Depression Rating Scale (HAMD) scores, while higher IL-8 levels were associated with lower HAMD and Hamilton Anxiety Rating Scale scores. Here we present evidence of changes in cytokine levels in antidepressant drug-naïve patients with MDD. Abnormal expression of inflammatory cytokines in patients with depression suggests that depression activates an inflammatory process. Immunological abnormalities may be involved in the pathophysiology of depression.