<i>Background:</i> Interferon-α (IFN-α) is used in the treatment of many viral and malignant diseases. Although IFN-α administration is highly efficacious, treatment is often complicated by psychiatric side effects such as depression, which may require discontinuation of the therapy. Unfortunately, the mechanisms underlying IFN-α-induced depression are still not well understood. <i>Methods:</i> In this study, we explored behavioral and immune effects of IFN-α administration in mice. BALB/c mice received daily intraperitoneal injections of 60,000 U/kg murine IFN-α for 8 days. Behavioral and immunological analysis was performed at least 15 h after injection to avoid any acute IFN-α effect. We monitored depression and anxiety-like behavior in mice using the Forced Swimming Test (FST), Tail Suspension Test (TST), and Elevated Plus Maze (EPM). Moreover, we studied the expression of adhesion molecules on peripheral blood leukocytes and analyzed the recruitment of lymphocyte subsets into the brain. <i>Results:</i> IFN-α administration resulted in increased immobility of mice in the late phase of FST, without significant effects in TST and EPM. Increased percentages of natural killer cells and lymphocytes expressing LFA-1 or Mac-1 were observed in peripheral blood. The percentages of CD4⁺ and CD8⁺ lymphocytes as well as the percentages of LFA-1-expressing CD4⁺ and CD8⁺ lymphocytes were increased in the brains of IFN-α-treated mice. <i>Conclusion:</i> Our data suggest that IFN-α administration leads to an increase in peripheral blood cells with migratory potential, accompanied by an increased number of lymphocytes in brain, whilst the detectable modulation of the behavior was rather modest.