The tumor necrosis factor (TNF) antagonist infliximab was previously found to reduce depressive symptoms in patients with treatment-resistant major depression (TRD) who exhibited high baseline inflammation, as reflected by plasma C-reactive protein (CRP) >5 mg/L. Further predictors of antidepressant response to infliximab included differential expression of peripheral blood gene transcripts that were related not only to inflammation but also to glucose and lipid metabolism. To determine whether plasma biomarkers of glucose and lipid metabolism were similarly associated with antidepressant response to infliximab and with relevant gene transcripts, we measured concentrations of glucose, insulin, and protein hormones that regulate glucose homeostasis and metabolism (leptin, resistin, and adiponectin), as well as cholesterols, triglycerides, and non-esterified fatty acids (NEFA), in medically-stable TRD outpatients at baseline and 2 weeks after the first infusion of infliximab (n = 26) or placebo (n = 26). Treatment response was defined as 50% reduction in depressive symptoms at any point during the 12-week trial. We found that baseline cholesterol (total, low-density lipoprotein [LDL], and non-high-density lipoprotein [non-HDL]), triglycerides and NEFA were elevated in patients who exhibited an antidepressant response to infliximab (all p < 0.05) but not placebo (all p > 0.299). HDL and non-HDL cholesterol concentrations also correlated with two lipid-related gene transcripts that were predictive of antidepressant response (r = 0.33 to 0.39, p < 0.05). Although not associated with response to infliximab, resistin correlated with numerous glucose-related transcripts (r = -0.32 to 0.37, p < 0.05) and was higher at 2 weeks post-infusion in patients treated with infliximab compared to placebo (p = 0.028). Concentrations of cholesterol (total, LDL, HDL, non-HDL) were also lower at 2 weeks in patients treated with infliximab compared to placebo, but only in those patients with CRP >5 mg/L at baseline (all p < 0.05). These results are consistent with previous work showing that high inflammation in patients with depression is associated with metabolic alterations, which together predict response to both traditional and experimental antidepressant therapies. Additionally, our findings suggest a causal relationship between increased inflammation and high cholesterol in depression, as a single infusion of infliximab reduced cholesterol in TRD patients with high CRP compared to placebo.