Depression has traditionally been classified as a disorder of the brain and CNS, with behavioural manifestations which comprise its symptomatology. That symptomatology includes a range of behaviours that also occur during certain immunological responses to pathogens, and this relationship has engendered a large research literature focussed upon the links between cell messenger cytokines and depression. However, despite many studies of those links, the precise contribution that cytokines make to the development of depression remains unclear. In order to explicate the current state of knowledge of this contribution, a review of literature reviews reported during the last five years, plus a sample of empirical studies reported during the last three years, was conducted. Results indicate that there are many plausible pathways between cytokine responses to pathogens and depression, most notably via ‘sickness behaviour’, which supports a model of depression as withdrawal behaviour instigated by the brain and that is based upon primitive responses to uncontrollable and life-threatening environmental challenges. However, the precise nature of the mechanisms by which various cytokines communicate with brain regions and influence functions that are trophic to depressive symptomatology remains to be explicated.