Emerging evidence underscores the role of immune dysregulation in the pathophysiology of major depressive disorder (MDD), suggesting that depression may arise from the activation of inflammatory response systems. Elevated levels of acute phase proteins and pro-inflammatory cytokines are often observed in patients with MDD. Neutrophil-lymphocyte ratio (NLR) and platelet-lymphocyte ratio (PLR) have gained prominence as biomarkers, with elevated levels linked to the presence and severity of depressive symptoms. These markers propose a potential for differentiating depression subtypes and guiding immunotherapeutic interventions. The association of elevated NLR and PLR with an increased risk of depression reveals distinct patterns across demographics and clinical subgroups, including poststroke depression. This evidence supports the concept of inflammation as a critical element in depression and emphasizes the need for further research into the roles of NLR and PLR. This chapter aims to offer an in-depth look at studies probing the association between these inflammatory indices and the multifaceted nature of depressive disorders.