Depression and anxiety disorders are associated with increased release of peripheral cytokines; however, their functional relevance remains unknown. Using a social stress model in mice, we find preexisting individual differences in the sensitivity of the peripheral immune system that predict and promote vulnerability to social stress. Cytokine profiles were obtained 20 min after the first social stress exposure. Of the cytokines regulated by stress, IL-6 was most highly up-regulated only in mice that ultimately developed a susceptible behavioral phenotype following a subsequent chronic stress, and levels remained elevated for at least 1 mo. We confirmed a similar elevation of serum IL-6 in two separate cohorts of patients with treatment-resistant major depressive disorder. Before any physical contact in mice, we observed individual differences in IL-6 levels from ex vivo stimulated leukocytes that predict susceptibility versus resilience to a subsequent stressor. To shift the sensitivity of the peripheral immune system to a pro- or antidepressant state, bone marrow (BM) chimeras were generated by transplanting hematopoietic progenitor cells from stress-susceptible mice releasing high IL-6 or from IL-6 knockout (IL-6^−/−) mice. Stress-susceptible BM chimeras exhibited increased social avoidance behavior after exposure to either subthreshold repeated social defeat stress (RSDS) or a purely emotional stressor termed witness defeat. IL-6^−/− BM chimeric and IL-6^−/− mice, as well as those treated with a systemic IL-6 monoclonal antibody, were resilient to social stress. These data establish that preexisting differences in stress-responsive IL-6 release from BM-derived leukocytes functionally contribute to social stress-induced behavioral abnormalities.