Inflammatory immune activation has been frequently associated with the development of major depression. Microglia might serve as an important interface in this immune system-to-brain communication. Interleukin-4, the major Th2 type cytokine, might be protective against depression due to its ability to counter-regulate inflammation and to inhibit serotonin transporter activity. By using an Interferon-α mouse model, we show that a decreased IL-4 responsiveness of microglia was specifically related to the development of depressive-like behavior. IL-4 deficient mice in a BALB/cJ background showed a considerable increase of depressive-like behavior in the forced swim (FST) and tail suspension test (TST) and reduced avoidance behavior in an active avoidance task. Prior conditioning with unescapable foot shocks further decreased avoidance behavior (learned helplessness) but to a similar level as in the wild type strain. IFN-α treatment was not able to further enhance the already increased level of depressive-like behavior in the FST and TST. Thus, IL-4 seems to be a critical participant in the regulation of depressive-like behavior in an untreated baseline condition. Increase of depressive-like behavior during inflammation in wild-type mice might be mediated to some extent by a reduction of IL-4 signaling.