•Interleukin 4 (IL-4) levels are lower in adolescents and young adults with depression and suicidality.•Other inflammation-related markers didn’t differ in those with recent suicidality vs. healthy controls and those at-risk.•IL-4 levels were negatively correlated with self-reported depression severity.•Lower IL-4 levels were associated with higher autoantibody levels in an unrelated sample of depressed outpatients. Immune system dysfunction has been implicated in the pathophysiology of suicide behavior. Here, we conducted an exploratory analysis of immune profile differences of three groups of adolescents and young adults (ages 10–25 years): healthy controls (n = 39), at risk of major depressive disorder (MDD; at-risk, n = 33), and MDD with recent suicide behavior/ ideation (suicide behavior, n = 37). Plasma samples were assayed for chemokines and cytokines using Bio-Plex Pro Human Chemokine 40-plex assay. Log-transformed cytokine and chemokine levels were compared after controlling for age, gender, body mass index, race, ethnicity, and C-reactive protein (CRP) levels. In post-hoc analyses to understand the effect of dysregulated immune markers identified in this exploratory analysis, their association with autoantibodies was tested in an unrelated sample (n = 166). Only levels of interleukin 4 (IL-4) differed significantly among the three groups false discovery rate (FDR) adjusted p = 0.0007. Participants with suicide behavior had lower IL-4 median = 16.8 pg/ml, interquartile range (IQR) = 7.9 levels than healthy controls (median = 29.1 pg/ml, IQR = 16.1, effect size ES = 1.30) and those at-risk (median = 24.4 pg/ml, IQR = 16.3, ES = 1.03). IL-4 levels were negatively correlated with depression severity (r= −0.38, p = 0.024). In an unrelated sample of outpatients with MDD, levels of IL-4 were negatively correlated (all FDR p < 0.05) with several autoantibodies 54/117 in total and 12/18 against innate immune markers. Adolescent and young adult patients with recent suicide behavior exhibit lower IL-4 levels. One biological consequence of reduced IL-4 levels may be increased risk of autoimmunity.