Brain diseases are one of the most socially and economically burdening diseases in Europe. Among all brain diseases, more than 60% of social and economic costs are generated by mental disorders (mainly depressive disorders and anxiety disorders). Recurrent depressive disorders have been a significant civilizational problem in recent times. Among the biological and psychological theories explaining the causes of depression, the hypothesis involving an active inflammatory process taking place in a human organism is becoming increasingly important. The following are considered inflammation markers: inflammatory enzymes (e.g., manganese superoxide dismutase (MnSOD), myeloperoxidase (MPO), inducible nitric oxide synthase), proinflammatory and anti-inflammatory cytokines, and the phenomenon of oxidative stress. Through the kynurenine pathway, these factors lead to a deficit in serotonin and melatonin, which is considered one of the main reasons of depression. We can consider depression to be a chronic cold of the organism, which develops in response to the action of greater or smaller everyday stressors. This paper presents results of recent studies regarding this matter.