The rising burden of unipolar depression along with its often related sleep disturbances, as well as increasing rates of sleep restriction in modern society, make the search for an extended understanding of the aetiology and pathophysiology of depression necessary. Accumulating evidence suggests an important role for the immune system in mediating disrupted neurobiological and chronobiological processes in depression. This review aims to provide an overview of the neuroimmunomodulatory processes involved with depression and antidepressant treatments with a special focus on chronobiology, chronotherapeutics and the emerging field of immune-circadian bi-directional crosstalk. Increasing evidence suggests that chronobiological disruption can mediate immune changes in depression, and likewise, immune processes can mediate chronobiological disruption. This may suggest a bi-directional relationship in immune-circadian crosstalk. Furthermore, given the immunomodulatory effects of antidepressants and chronotherapeutics, as well as their associated beneficial effects on circadian disturbance, we--and others--suggest that these therapeutic agents may exert their chronobiotic effects partially via the neuroimmune system. Further research is required to better elucidate the mechanisms of immune involvement in the chronobiology of depression.