Introduction: Inflammatory processes play an important role in the pathophysiology of major depressive disorder (MDD), but their relevance for specific symptoms such as neurocognitive impairment is rarely investigated. Methods: In this observational study, we investigated the changes of leukocyte chemokine (C-C motif) receptor 5 (CCR5) and ligand 5 (CCL5) mRNA levels and inflammatory cytokines in 60 MDD patients before (PRE) and after 5 weeks (W5) of antidepressive treatment in relation to therapy response and alterations in cognitive functions by means of the Cambridge Neuropsychological Test Automated Battery (CANTAB). We hypothesized that elevated CCR5 and CCL5 levels in depressed patients would decrease upon treatment and could differ with regard to cognitive impairment associated with MDD. Results: Both CCR5 and CCL5 levels were significantly decreased in the responder group compared to nonresponders even before treatment. The cytokine IL-6 as a marker of inflammation in depression did not show a difference before treatment in future responders versus nonresponders, but decreased significantly upon antidepressive therapy. Regarding neurocognitive impairment in MDD patients, an increased misperception of the emotion "anger" after 5 weeks of treatment proved to be associated with a more pronounced change in CCR5, and the perception of the emotion "disgust" became faster along with a stronger decrease in CCL5 over the same time. Executive functions typically impaired in MDD patients were not markedly associated with alterations in CCR5/CCL5. Discussion: CCR5 and CCL5 are important in the targeting of immune cells by HIV. This is the first study providing valuable hints that both CCR5 and CCL5 might also serve as markers of therapy response prediction in MDD. Regarding neurocognitive impairment in depression, CCR5 and CCL5 did not reveal characteristic changes upon MDD treatment such as executive functions, which are probably delayed. However, changes of emotional perception appear to be an earlier responding feature.