Administration of the cytokines interferon-α and interleukin-2 is used for the treatment of various disorders, such as hepatitis C and various forms of cancer. The most serious side-effects are symptoms associated with depression, including fatigue, increased sleepiness, irritability, loss of appetite as well as cognitive changes. However, great differences exist in the prevalence of the development of depressive symptoms across studies. Differences in doses and duration of therapy may be sources of variation as well as individual differences of patients, such as a history of psychiatric illness. In addition, sensitization effects may contribute to differential responses of patients to the administration of cytokines. In animals administration of pro-inflammatory cytokines induces a pattern of behavioural alterations called ‘sickness behaviour’ which resembles the vegetative symptoms of depression in humans. Changes in serotonin (5-HT) receptors and in levels of 5-HT and its precursor tryptophan in depressed people support a role for 5-HT in the development of depression. In addition, evidence exists for a dysregulation of the noradrenergic system and a hyperactive hypothalamic–pituitary–adrenal (HPA) axis in depression. Some mechanisms exist which make it possible for cytokines to cross the blood–brain barrier. Pro-inflammatory cytokines such as IL-1β, IFN-α, IFN-γ and TNF-α affect the 5-HT metabolism directly and/or indirectly by stimulating the enzyme indoleamine 2,3-dioxygenase which leads to a peripheral depletion of tryptophan. IL-1, IL-2 and TNF-α influence noradrenergic activity and IL-1, IL-6 and TNF-α are found to be potent stimulators of the HPA axis. Altogether, administration of cytokines may induce alterations in the brain resembling those found in depressed patients, which leads to the hypothesis that cytokines induce depression by their influence on the 5-HT, noradrenergic and HPA system.