The main purpose of this study is to examine the effects of infliximab on measures related to depression symptoms. Infliximab is also known by its brand name Remicade. Infliximab, or Remicade, is given to by an intravenous (IV) needle and is currently used to treat rheumatoid arthritis and Crohn's disease. Infliximab is thought to help these conditions because it reduces inflammation in the body. Infliximab (Remicade) reduces inflammation by blocking a chemical in the body called tumor necrosis factor (TNF)-alpha. This chemical produces inflammation. Inflammatory chemicals in the body like TNF-alpha appear to be increased in some people with major depression. Researchers believe that a drug like infliximab, which blocks TNF-alpha, may be helpful in treating depression.||This is a double-blind, placebo-controlled study in which participants will be randomized to receive one infusion of infliximab or placebo. The study will assess neuroimaging measures of corticostriatal circuitry before and after a placebo-controlled pharmacologic blockade of inflammation in 80 depressed patients.