Objective: Schizophrenia is a disabling disorder of unknown aetiology, lacking definite diagnostic method and cure. A reliable biological marker of schizophrenia is highly demanded, for which traceable immune mediators in blood could be promising candidates. We aimed to gather the best findings of neuroinflammatory markers for first-episode psychosis (FEP). Methods: We performed an extensive narrative review of online literature on inflammation-related markers found in human FEP patients only. Results: Changes to cytokine levels have been increasingly reported in schizophrenia. The peripheral levels of IL-1 (or its receptor antagonist), soluble IL-2 receptor, IL-4, IL-6, IL-8, and TNF-α have been frequently reported as increased in FEP, in a suggestive continuum from high-risk stages for psychosis. Microglia and astrocytes establish the link between this immune signalling and the synthesis of noxious tryptophan catabolism products, that cause structural damage and directly hamper normal neurotransmission. Amongst these, only 3-hydroxykynurenine has been consistently described in the blood of FEP patients. Conclusion: Peripheral molecules stemming from brain inflammation might provide insightful biomarkers of schizophrenia, as early as FEP or even prodromal phases, although more time- and clinically-adjusted studies are essential for their validation.