<i>Objectives: </i> Accumulating evidence indicates that stress leads to an increased expression of pro-inflammatory cytokines such as interleukin (IL)-6. The production and action of pro-inflammatory cytokines are down-regulated by anti-inflammatory cytokines such as IL-10. This makes IL-10-deficient mice a potentially useful model to assess the effects of stress on cytokine production. <i>Methods:</i> In the present study, IL-10-deficient mice were compared to wild-type mice in their behavioural and cytokine response to a chronic mild stress procedure. <i>Results:</i> The 3-week chronic mild stress decreased body weight gain and sucrose consumption. It also resulted in a decreased expression of peripheral IL-1β and IL-6 and an increased expression of brain IL-6. This last change in IL-6 was correlated to body weight loss in stressed mice. However, IL-10-deficient mice did not differ from wild-type mice in their response to the chronic mild stress procedure, despite substantial differences in functioning of the cytokine network. <i>Conclusion:</i> These results are interpreted in the context of the relationship between cytokines and behaviour.