Interferons (IFNs) are important in controlling the innate immune response to viral infections. Besides that, studies have found that IFNs also have antimicrobial, antiproliferative/antitumor and immunomodulatory effects. IFNs are divided into Type I, II and III. Type I IFNs, in particular IFN-α, is an approved treatment for hepatitis C. However, patients developed neuropsychological disorders during treatment. IFN-α induces proinflammatory cytokines, indoleamine 2,3-dioxygenase (IDO), oxidative and nitrative stress that intensifies the body's inflammatory response in the treatment of chronic inflammatory disease. The severity of the immune response is related to behavioral changes in both animal models and humans. Reactive oxygen species (ROS) is important for synaptic plasticity and long-term potentiation (LTP) in the hippocampus. However, excess ROS will generate highly reactive free radicals which may lead to neuronal damage and neurodegeneration. The limbic system regulates memory and emotional response, damage of neurons in this region is correlated with mood disorders. Due to the drawbacks of the treatment, often patients will not complete the treatment sessions, and this affects their recovery process. However, with proper management, this could be avoided. This review briefly describes the different types of IFNs and its pharmacological and clinical usages and a focus on IFN-α and its implications on depression.