An increasing body of evidence suggests that patients who have major depressive disorder show alterations in immunologic markers including increases in proinflammatory cytokine activity and inflammation. Inflammation of the central nervous system is a pathologic hallmark of multiple sclerosis (MS). Patients affected by this disease also show a high incidence of depression. Accumulating evidence from animal studies suggests that some aspects of depression and fatigue in MS may be linked to inflammatory markers. This article reviews the current knowledge in the field and illustrates how the sickness behavior model may be applied to investigate depressive symptoms in inflammatory neurologic diseases.