Major depressive disorder (MDD) is a prevalent disease, in which one third of sufferers do not respond to antidepressants. Probiotics have the potential to be well-tolerated and cost-efficient treatment options. However, the molecular pathways of their effects are not fully elucidated yet. Based on previous literature, we assume that probiotics can positively influence inflammatory mechanisms. We aimed at analyzing the effects of probiotics on gene expression of inflammation genes as part of the randomized, placebo-controlled, multispecies probiotics PROVIT study in Graz, Austria. Fasting blood of 61 inpatients with MDD was collected before and after four weeks of probiotic intake or placebo. We analyzed the effects on gene expression of tumor necrosis factor (TNF), nuclear factor kappa B subunit 1 (NFKB1) and interleukin-6 (IL-6). In IL-6 we found no significant main effects for group (F(1,44) = 1.33, p = ns) nor time (F(1,44) = 0.00, p = ns), but interaction was significant (F(1,44) = 5.67, p < 0.05). The intervention group showed decreasing IL-6 gene expression levels while the placebo group showed increasing gene expression levels of IL-6. Probiotics could be a useful additional treatment in MDD, due to their anti-inflammatory effects. Results of the current study are promising, but further studies are required to investigate the beneficial effects of probiotic interventions in depressed individuals.