Post-partum depression (PPD) occurs in approximately 20% of women usually early following child delivery. PPD represents an important unmet medical need as it is frequently underdiagnosed and, as the neurobiology of the disease is limitedly known, no pathogenic-tailored approach is available and only symptomatic medications are used. In the present study, we carried out a DNA microarray analysis to evaluate the fluctuation of cytokines, cytokine receptors and chemokines during the preconception period, the 1st and 3th trimester of pregnancy and the early post-partum period. The data demonstrated that, as compared to always-depressed patients and euthymic controls, women who developed PPD exhibited significant fluctuations in the levels of different cytokines and cytokine receptors, primarily related to tumor necrosis factor (TNF) and interleukin (IL)18. These data emphasize the role of the immune system in PPD. However, additional studies aimed at evaluating if and how these functional modifications of the immune system during pregnancy are related to the development of PPD warranted to confirm our findings.