Accumulative evidence shows a role of the immune system in susceptibility to depression. Proinflammatory cytokines have been shown to be involved in the induction of depressive behavior both in humans and mice, opening a new avenue of therapeutic strategy. Because glycogen synthase kinase-3 (GSK3) was recently identified to be controlling the production of proinflammatory cytokines, and GSK3 has been shown to be implicated in mood disorders for many years, it has been proposed that the proinflammatory action of GSK3 could be responsible for the increased susceptibility to depressive behavior. Moreover, besides regulating cytokines, GSK3 also promotes differentiation of proinflammatory subtypes of Th cells, which are sufficient to induce depressive behavior in mice. Although the clear involvement of the immune system during depressive behavior still needs to be firmly demonstrated, there is growing evidence for the involvement of inflammation in the induction of depressive behavior.