Inflammation and depression are closely inter-related to each other, inflammation inducing symptoms of depression and conversely depressed mood and stress favor an inflammatory phenotype. The mechanisms that mediate the ability of inflammation to induce symptoms of depression are intensively studied at the preclinical level. This review discusses how it has been possible to build animal models of inflammation-induced depression based on clinical data and to explore critical mechanisms downstream of inflammation. Namely, we focus on the ability of inflammation to increase the activity of the tryptophan degrading enzyme, indoleamine 2,3 dioxygenase, which leads to the production of kynurenine and downstream neuroactive metabolites. By acting on glutamatergic neurotransmission these neuroactive metabolites play a key role in the development of depression-like behaviors. An important outcome of the preclinical research on inflammation-induced depression is the identification of potential novel targets for antidepressant treatments, which include targeting the kynurenine system and production of downstream metabolites, altering transport of kynurenine into the brain, and modulating glutamatergic transmission.