Data suggest that the activation of immune responses and the release of inflammatory cytokines may play a role in the pathophysiology of major depression. One mechanism by which cytokines may contribute to depression is through their effects on the glucocorticoid receptor (GR). Altered GR function in depression has been demonstrated by neuroendocrine challenge tests that reliably reveal reduced GR sensitivity as manifested by nonsuppression of cortisol following dexamethasone administration in vivo and lack of immune suppression following administration of glucocorticoids in vitro. Relevant to the GR, cytokines have been shown to decrease GR expression, block translocation of the GR from cytoplasm to nucleus, and disrupt GR-DNA binding through nuclear protein-protein interactions. In addition, cytokines have been shown to increase the expression of the relatively inert GR beta isoform. Specific cytokine signaling molecules that have been shown to be involved in the disruption of GR activity include p38 mitogen-activated protein kinase, which is associated with reduced GR translocation, and signal transducer and activator of transcription (STAT)5, which binds to GR in the nucleus. Nuclear factor-κB (NF-κB) also has been shown to lead to GR suppression through mutually inhibitory GR-NF-κB nuclear interactions. Interestingly, several antidepressants have been shown to enhance GR function, as has activation of protein kinase A (PKA). Antidepressants and PKA activation have also been found to inhibit inflammatory cytokines and their signaling pathways, suggesting that drugs that target both inflammatory responses and the GR may have special efficacy in the treatment of depression.