Considerable clinical and experimental data support the existence of a relationship between cytokines and depression. At the experimental level, proinflammatory cytokines have been found to induce alterations in brain function analogous to the behavioral and biological abnormalities occurring in depressed patients, including social withdrawal, cognitive impairment, anhedonia, increased activity of the hypothalamus-pituitary-adrenal axis, altered neurotransmission, and cross-sensitization with stressors. At the clinical level, the evidence in favor of innate immune system activation in depressed patients is still controversial, despite accumulating evidence for an increased risk of depressive disorders in patients receiving recombinant cytokines for the treatment of cancer and viral infection. This last issue has received significant attention recently, given that the administration of therapeutic cytokines provides a quasi-experimental model for studying the mechanisms which underlie the effects of cytokines on mood, cognition, and neurovegetative functions. Although the vulnerability factors that account for the risk of depression have yet to be identified, tryptophan depletion, likely related to the induction of indoleamine 2,3-dioxygenase enzyme, may represent an important mediator for the development of depressed mood in cytokine-treated patients. This paper discusses ways in which these emerging data may lead to advances in the recognition and management of non-specific neurobehavioral symptoms associated with the development and progression of cancer.