Depression is frequently associated with depressed immune response and increased systemic inflammation. A variety of illnesses are associated with psychological and neuroendocrine attributes of depression that involve immune system cytokines. Involvement of cytokines and regulatory cells is complex. Some of these pathways result in neuroprotection and others in neuropathology. The gut microbiome metabolites influence depressive behavior by direct stimulation of CNS receptors, peripheral stimulation of neural, endocrine, and immune intermediaries, and by epigenetic regulation of histone acetylation and DNA methylation. This chapter is a brief introduction to these concepts.