Depression may result in far reaching adverse health outcomes in addition to impaired sociooccupational or quality of life. Depression is commonly associated with greater cardiovascular morbidity and mortality. Dysregulated inflammation has been suggested as one of the plausible underlying mechanism relating the two. Several studies have reported elevated levels of proinflammatory cytokines and acute phase proteins in depression patients. The proinflammatory cytokines have been shown to alter various signaling pathway relevant to depression such as neurotransmitter metabolism, neuroendocrine dysfunction, and synaptic plasticity after reaching the brain. Potential pathways which have been implicated in mediating the depression and inflammation include the tryptophan-kynurenine pathway, hypothalamic-pituitary-adrenal axis dysregulation, and neuronal plasticity. Inflammation appears to play a pivotal role in the pathophysiology of depression but only in subset of depressive patients. It may prove to be an effective target to develop several treatment modalities and thus open avenues for development of potential therapeutic strategies in vulnerable at risk depressive patients.