Females suffer from depression at twice the rate of males and have differential neural and emotional responses to inflammation. However, sex-specific evaluation of relationships between inflammation and response to depression treatments are lacking. Some data suggest that interleukin(IL)-8 predicts treatment response to antidepressants and has a relationship with depressive symptom severity. This study examines whether IL-8 predicts treatment response to electroconvulsive therapy (ECT), and whether there are sex specific effects. In 40 depressed patients (22 female), plasma levels of IL-8, as well as other markers of inflammation including IL-6, IL-10, tumor necrosis factor (TNF)-α, and C-reactive protein (CRP) were obtained prior to administration of ECT and after completion of the index treatment series. Depression treatment response was defined as ≥ 50% reduction in Hamilton Depression Rating Scale (HAM-D) Score. Baseline levels of IL-8 differed by responder status, depending on sex (group × sex interaction: β = -0.571, p = 0.04), with female responders having lower levels of IL-8 at baseline as compared to female non-responders [t(20) = 2.37, p = 0.03]. Further, IL-8 levels from baseline to end of treatment differed by responder status, depending on sex (group × sex × time interaction: [F(1,36) = 9.48, p = 0.004]), and change in IL-8 from baseline to end of treatment was negatively correlated with percentage change in HAM-D score in females (β = -0.458, p = 0.03), but not in males (β = 0.315, p = 0.20). Other inflammatory markers did not differ in relation to responder status and sex. Further evaluation of sex differences in the relationship between IL-8, depression, and treatment response, across disparate treatment modalities, may inform mechanisms of response and aid in development of personalized medicine strategies.