Depression is a disorder not only in the central nervous system (CNS), but also in the systemic neuroendocrine, autonomic nervous, and immune systems. The changes in these systems have been widely studied in depression by using serum proteins because they are easily and repetitively studied before, during, and after treatment. Recently, gene expressions in the peripheral blood leukocytes have been used to assess the depressive changes in the CNS by DNA microarrays and/or real-time polymerase chain reaction (PCR) methods. These studies will give us clues to assess depression because circulating peripheral leukocytes are influenced by systems that underlie depression, and the quantification of mRNAs in them is methodologically precise and easier than that of protein. In this paper, we review the studies on the leukocyte gene expression, including our own, and discuss the limitations and strengths of the current gene expression-based molecular assessment of depression by the leukocyte mRNA expression.