BACKGROUND: Major depressive disorder (MDD) is a common psychiatric complication of HIV/AIDS. While considerable research has been undertaken to understand the psychosocial risk factors of MDD, there is a paucity of data on its biological risk factors including immunological factors. To address this we undertook a study to investigate the association between MDD and pro-inflammatory cytokines and acute phase proteins among persons living with HIV/AIDS (PLWHA) in Uganda. We collected clinical and laboratory data on 201 PLWHA attending two HIV clinics in central and southwestern Uganda. Clinical data included DSM-IV based MDD diagnosis, while laboratory data included the concentrations of IL-6, TNF-α and CRP measured using ELISA. Multiple logistic linear regression analysis was used to determine which proteins were independently significantly associated with MDD controlling for study site, sex, age and highest educational attainment. RESULTS: The prevalence of MDD was 62/201 (30.8%). Adjusting for confounders, the odds of MDD increased with increasing levels of IL-6 [each unit increase in IL-6 titres was associated with an aOR = 0.98 (95% CI, 0.97-0.99); p < 0.001]. Participants with low levels of TNF-α were at reduced risk of MDD compared to participants with no TNF-α [those with a TNF-α of 1- <50 pg/ml titres had an aOR = 0.35(95% CI,0.10-1.16)], but as the level of TNF-α increased, the risk of MDD increased, and in particular participants with high levels of TNF-α (of 500 or above) were at a significantly increased risk of MDD [e.g. those with a TNF-α of 500- < 1000 pg/ml titres had an aOR = 3.98 (95% CI,1.29-12.33)] compared to participants with no TNF-α. There was no evidence that MDD was associated with the level of CRP titres [aOR = 0.95 (0.78-1.15); p = 0.60)]. CONCLUSION: In this study, the pro-inflammatory proteins IL-6 and TNF-α were significantly associated with MDD, while CRP was not.