Pro-inflammatory cytokines have been shown to be associated with the development of seizures in the WAG/Rij rat model of absence epilepsy. Importantly, WAG/Rij rats also exhibit cognitive deficits and depression-like behaviors. It is possible that pro-inflammatory cytokines mediate these comorbid conditions of absence epilepsy given their well-established effects on cognition and affective responses. The current study investigated the potential therapeutic effect of etanercept (tumor necrosis factor inhibitor) on cognitive impairment, depression-like behavior, and spike-wave discharges (SWDs) typically observed in the WAG/Rij rats. Eight-month-old male WAG/Rij rats and Wistar controls were tested in Morris water maze (MWM), passive avoidance (PA), forced swimming, sucrose preference, and locomotor activity tests, and electroencephalogram (EEG) recordings were taken from a separate group of WAG/Rij rats after 8 weeks of etanercept or vehicle treatment. Consistent with earlier work, WAG/Rij rats exhibited cognitive deficits and depression-like behavior. From these, the cognitive deficits and despair-like behavior were rescued by etanercept administration, which also reduced the frequency of SWDs without affecting their duration. Our results support the hypothesis that pro-inflammatory cytokines mediate the absence seizures and comorbid symptoms of absence epilepsy.