Accumulating evidence has suggested the existence of reciprocal communication between immune, endocrine, and neurotransmitter system. Cytokine hypothesis of depression implies that increased pro-inflammatory cytokine such as -1, IL-6, IL-12, TNF-${alpha}$, and IFN-${gamma}$ in major depression, acting neuromodulators, play a key role in the mediation of behavioral, neuroendocrine, and neurochemical disturbances in depression. Concerning the relation between cytokines and serotonin metabolism, pro-inflammatory cytokines have profound effects on the metabolism of brain serotonin through the enzyme indoleamine-2,3-dioxygenase(IDO) that metabolizes tryptophan, the precursor of 5-HT to neurodegenerative quinolinate and neuroprotective kynurenate. The neurodegeneration process is reinforced by the neurotoxic effect of the hypercortisolemia during depression. From this perspective, it is possible that efficacy of antidepressants in the treatment of depression may, at least in part, rely on downregulation of pro-inflammatory cytokine synthesis. So, the use of cytokine synthesis inhibitors or cytokine antagonists may be a new treatment approach in depression. However, at present the question whether cytokines play a causal role in the onset of depression or are mere epiphenomena sustaining depressive symptoms remains to be elucidated. Nevertheless, cytokine hypothesis has created new perspectives in the study of psychological and pathophysiological mechanism that are associated with major depression, as well as the prospect for developing a new generation antidepressants.