Serum levels of inflammatory cytokines, for example, tumor necrosis factor alpha (TNFα), interleukin-6 (IL-6), and IL-1 beta (IL-1β), are elevated in subjects with major depressive disorder (MDD). The reason why this occurs is unclear. Elevated levels of inflammatory cytokines could be a result of brain dysfunction in MDD. It is also possible that inflammatory cytokines contribute to depressive symptoms in MDD. If the first assumption is correct, one would expect levels to normalize with resolution of the depressive episode after treatment. Several studies have measured changes in cytokine levels during antidepressant treatment; however, the results vary. The purpose of this study was to pool all available data on changes in serum levels of TNFα, IL-6, and IL-1β during antidepressant treatment to determine whether these levels change. Studies were included if they used an approved pharmacological treatment for depression, patients had a diagnosis of MDD, and serum levels of TNFα, IL-6, and/or IL-1β were measured before and after treatment. Twenty-two studies fulfilled these criteria. Meta-analysis of these studies showed that, overall, while pharmacological antidepressant treatment reduced depressive symptoms, it did not reduce serum levels of TNFα. On the other hand, antidepressant treatment did reduce levels of IL-1β and possibly those of IL-6. Stratified subgroup analysis by class of antidepressant indicated that serotonin reuptake inhibitors may reduce levels of IL-6 and TNFα. Other antidepressants, while efficacious for depressive symptoms, did not appear to reduce cytokine levels. These results argue against the notion that resolution of a depressive episode is associated with normalization of levels of circulating inflammatory cytokines; however, the results are consistent with the possibility that inflammatory cytokines contribute to depressive symptoms and that antidepressants block the effects of inflammatory cytokines on the brain.