Introduction: Elevated levels of pro-inflammatory cytokines have been reported in meta-analyses of multi-episode schizophrenia patients when compared to controls. However, little is known about whether these same relationships are present in the early course of schizophrenia. Objective: To assess first episode schizophrenia patients for depression and to assay blood samples collected at baseline and at 6 months for interleukin-6 (IL-6). Materials and Methods: Trained raters used the Brief Psychiatric Rating Scale to assess depressive symptoms and a standard lab assay kit to assess for IL-6 levels in plasma. Conclusions: Decreases in pro-inflammatory IL-6 levels were significantly related to decreases in depressive symptoms. Within a subset of patients in a 6-month aerobic exercise protocol, the number of exercise sessions completed was significantly correlated with the amount of decrease in IL-6. The reductions observed in IL-6 with aerobic exercise suggest exercise is a promising intervention to reduce brain inflammation effects in schizophrenia patients.