Depression is a leading contributor to the global burden of diseases. Despite advances in research, challenges still exist in managing this disorder. Sufferers of autoimmune diseases are often observed to suffer from depression more often than healthy individuals, an association that cannot be completely accounted for by the impact of the disease on the individual. An association between autoimmunity and depressive symptoms also appears to exist in populations with subclinical symptoms. Moreover, researchers have successfully developed murine models illustrating the ability of autoantibodies to induce depressive-like symptoms. This paper will provide an overview of the association between autoantibodies and occurrence of depressive symptoms. Though current evidence appears to support a role for autoantibodies in the pathogenesis of depression, the majority of studies have examined this relationship cross-sectionally, therefore failing to establish a temporal association. Nonetheless, this novel theory meshes with older and newer neurochemical theories of depression. A better understanding of the immuno-pathogenesis underlying depression presents opportunities for more targeted treatment approaches and more timely and appropriate measures of detection.