Signs of an inflammatory process, in particular increased pro-inflammatory cytokines and increased levels of prostaglandine E 2 (PGE 2), have repeatedly been described in major depression (MD). As cyclooxygenase-2 (COX-2) inhibitors inhibit the PGE 2 production and the production of pro-inflammatory cytokines, we performed a therapeutic trial with the COX-2 inhibitor celecoxib. In a prospective, double-blind, add-on study, 40 patients suffering from an acute depressive episode were randomly assigned to either reboxetine and celecoxib or to reboxetine plus placebo. After a wash-out period, 20 patients received 4–10 mg reboxetine plus placebo and 20 received reboxetine plus 400 mg celecoxib for 6 weeks. The treatment effect was calculated by analysis of variance. There were no significant differences between groups in age, sex, duration or severity of disease or psychopathology, or reboxetine dose or plasma levels. Over 6 weeks, both groups of patients showed significant improvement in scores of the Hamilton Depression Scale. However, the celecoxib group showed significantly greater improvement compared to the reboxetine-alone group. Additional treatment with celecoxib has significant positive effects on the therapeutic action of reboxetine with regard to depressive symptomatology. Moreover, the fact that treatment with an anti-inflammatory drug showed beneficial effects on MD indicates that inflammation is related to the pathomechanism of the disorder, although the exact mechanisms remain to become elucidated.