Depression is a common illness, affecting >264 million people worldwide. According to the literature, depression patients have baseline subclinical inflammation. The immunomodulatory effects of antidepressants, such as selective serotonin reuptake inhibitors (SSRIs), are largely unclear and poorly understood. Using evidence-based medicine, this study aimed to determine the immunomodulatory effects of SSRIs by assessing changes in immunomodulatory markers following SSRI treatment. Using the PubMed website, a literature search was conducted with various terminologies related to the treatment of depression and various markers of inflammation. Out of 387 retrieved articles, after critical appraisal and screening based on inclusion and exclusion criteria, 17 were selected. Qualitative synthesis and quantitative analysis were carried out. RevMan 5 software was used to synthesize and evaluate the data. Microsoft Word and Excel (Microsoft Corporation, Redmond, Washington, United States) were used for generating tables and figures. We extracted data from a total of 839 patients in 17 studies. A highly significant reduction in interleukins-6 (IL-6) (standardised mean difference (SMD) = 1.32 (95% confidence interval (CI): 0.58, 2.06), Z = 3.48, P = 0.0005), a significant reduction in tumor necrosis factor-alpha (TNF-alpha) (SMD = 1.29 (95% CI: 0.19, 2.39), Z = 2.30, P = 0.02) but no change in overall C-reactive protein (CRP) (SMD = 0.40 (95% CI: -0.26, 1.07), Z = 1.19, P = 0.23) levels were observed by using the random-effects model. There was substantial heterogeneity found between the studies. SSRIs have an immunomodulatory effect in patients with depression by significantly reducing the peripheral pro-inflammatory cytokine markers of IL-6 and TNF-alpha, which may contribute to ameliorating the response to antidepressant drug treatment. In contrast, no effects of SSRIs on acute-phase protein CRP were found.