In the present study, we compared plasma levels of interleukin-6 (IL-6), tumor necrosis factor-α(TNFα), and brain-derived neurotrophic factor (BDNF) among selective serotonin reuptake inhibitor (SSRI)- or serotonin noradrenaline reuptake inhibitor (SNRI)-responsive depressed patients (n = 31), SSRI- or SNRI-refractory depressed patients (n = 20), and healthy controls (n = 30). The plasma levels of IL-6 and TNF-α were significantly higher in depressed patients than in healthy controls. Treatment with antidepressants significantly reduced plasma levels of IL-6 and TNF-α. In addition, the plasma IL-6 level, but not the plasma TNF-α level, was higher in SSRI-refractory than SSRI-responsive depressed patients, and higher in SNRI-refractory than SNRI-responsive depressed patients. On the other hand, the plasma BDNF level was significantly lower in depressed patients than in healthy controls, whereas no difference was found in plasma BDNF levels between SSRI-responsive and -refractory depressed patients or between SNRI-responsive and -refractory depressed patients. These results suggest that higher plasma IL-6 activity is associated with the refractoriness of depression, and plasma IL-6 levels might be a predictor for response to SSRIs or SNRI.