Although antidepressants are generally effective in the treatment of major depressive disorder (MDD), it can still take weeks before patients feel the full antidepressant effects. Despite the efficacy of standard treatments, approximately two-thirds of patients with MDD fail to respond to pharmacotherapy. Therefore, the identification of blood biomarkers that can predict the treatment response to antidepressants would be highly useful in order to improve this situation. This article discusses inflammatory molecules as predictive biomarkers for antidepressant responses to several classes of antidepressants, including the N-methyl-d-aspartate (NMDA) receptor antagonist ketamine.