Several studies have reported immune changes during depression, but the results have not been fully consistent. Some of these changes could be related to the presence of melancholic features. A total of 42 depressed patients (melancholic [MEL] and nonmelancholic [non-MEL]) and 20 healthy controls participated in the study. We detected a higher CD4+ lymphocyte subset in MEL patients than in controls during the depressive state, which disappeared after clinical remission. We also found an increase in interleukin-2 (IL-2) production both in MEL and non-MEL patients, but these values did not differ from control values after clinical remission. Some of these changes may be related to the melancholic characteristics of depression.