The invention describes methods of treating depression comprising administering a TNFα antibody, such as a human TNFα antibody. The invention also provides a method for treating depression comprising inhibiting TNFα activity in a subject suffering from depression by systemically administering to the subject a human anti-TNFα antibody, or an antigen-binding portion thereof, such that depression is treated. Also described is a method for the treatment or alleviation of depression or other affective disorders comprising administering an amount of an anti-inflammatory agent effective to treat or alleviate depression or other affective disorder to a subject in need thereof, wherein said anti-inflammatory agent down-regulates peripheral cytokine levels to thereby treat or alleviate depression or other affective disorder.