Mounting evidence indicates that inflammatory cytokines contribute to the development of depression in both medically ill and medically healthy individuals. Cytokines are important for development and normal brain function, and have the ability to influence neurocircuitry and neurotransmitter systems to produce behavioral alterations. Acutely, inflammatory cytokine administration or activation of the innate immune system produces adaptive behavioral responses that promote conservation of energy to combat infection or recovery from injury. However, chronic exposure to elevated inflammatory cytokines and persistent alterations in neurotransmitter systems can lead to neuropsychiatric disorders and depression. Mechanisms of cytokine behavioral effects involve activation of inflammatory signaling pathways in the brain that results in changes in monoamine, glutamate, and neuropeptide systems, and decreases in growth factors, such as brain-derived neurotrophic factor. Furthermore, inflammatory cytokines may serve as mediators of both environmental (e.g. childhood trauma, obesity, stress, and poor sleep) and genetic (functional gene polymorphisms) factors that contribute to depression's development. This review explores the idea that specific gene polymorphisms and neurotransmitter systems can confer protection from or vulnerability to specific symptom dimensions of cytokine-related depression. Additionally, potential therapeutic strategies that target inflammatory cytokine signaling or the consequences of cytokines on neurotransmitter systems in the brain to prevent or reverse cytokine effects on behavior are discussed.