Dynamics of Inflammation and Its Blockade on Motivational Circuitry in Depression

Inclusion Criteria: * All subjects will be fully ambulatory and in good medical health. Note: By Diagnostic and Statistical Manual of Mental Disorders (DSM-4) definition of depression, subjects will report impairment in ability to carry out daily activities as a result of their major depression. * Subjects will be able to read and understand English. * Women must be postmenopausal (no menstrual period for a minimum of 1 year) or surgically sterilized and/or have a negative serum pregnancy test within thirty days of infusion (may be repeated closer to infusion date if deemed necessary by the PI or PI's designee) and negative urine pregnancy tests throughout the study (performed at each visit after the serum pregnancy test is completed). * Men and women of childbearing potential must use adequate birth control measures (e.g., abstinence, oral contraceptives, intrauterine device, barrier method with spermicide, implantable or injectable contraceptives or surgical sterilization) for the duration of the study and should continue such precautions for 6 months after receiving the last infusion. The following are considered eligible according to the following tuberculosis (TB) screening criteria: * Have no history of latent or active TB prior to screening. * Have no signs or symptoms suggestive of active TB upon medical history and/or physical examination. * Have had no recent close contact with a person with active TB or, if there has been such contact, will be referred to a physician specializing in TB to undergo additional evaluation to rule out infection. The candidate will be excluded from study participation if the specialist diagnoses active TB and or determines TB treatment is warranted. * Have a chest radiograph (both posterior-anterior and lateral views), taken within 3 months prior to the first administration of study agent and read by a qualified radiologist, with no evidence of current active TB or old inactive TB. * History of negative purified protein derivative (PPD) test; or documentation of a negative blood test (Quantiferon-TB-Gold). Any candidate testing positive for tuberculosis in the medical screening evaluation, will be excluded from study participation Exclusion Criteria: * Subjects will be excluded for any prior use of a TNF-alpha antagonist (i.e. etanercept, infliximab, adalimumab) and/or use of any other immunosuppressant agent (i.e. systemic corticosteroids or anti-proliferative agents such as methotrexate) within one year of study entry. * Subjects chronically (i.e. more than one month) taking more than the equivalent of 2 mg of lorazepam a day of a benzodiazepine will be excluded. * Subjects will be required not to use anti-inflammatory agents, non-steroidal anti-inflammatory agents (NSAIDs) (excluding 81mg of aspirin), glucocorticoid containing medicines or statins, or cyclooxygenase-2 (COX-2) inhibitors during the study as these agents may interfere with assessment of the relationship between inflammatory markers and treatment response. Note: Acetaminophen will be allowed. Potential subjects will be excluded for a history of any of the following conditions: * Abnormal electrocardiogram * Auto-immune condition as confirmed by laboratory testing (i.e. rheumatoid arthritis, inflammatory bowel disease, multiple sclerosis, lupus) * History of significant infectious sequelae, including but not limited to, abscess or sepsis * Infection within one month prior to screening that required antibiotic or antiviral therapy * History of a more than mild cognitive disorder or ≤ 24 on the Mini-Mental State Exam (MMSE), unless otherwise approved by PI or his designee * Unstable cardiovascular or endocrinologic disease (as determined by physical examination and/or laboratory testing) * Any other current or past medical condition that might increase the risk of infliximab-related adverse events * Potential subjects will be excluded for any of the following conditions: * Active suicidal ideation defined as a score of ≥3 on Columbia Suicide Severity Rating Scale (C-SSR). * Suicide attempt within six months of study entry * Schizophrenia or Schizoaffective Disorder * Active Eating Disorder (excluding binge-eating disorder) * History of any (non-mood related) psychotic disorder or active psychotic symptoms of any type Subjects will have had no infectious illnesses for one month prior to infusion. Should a subject develop an infection (i.e. flu, upper respiratory viral infection) between screening and infusion, the infusion will be delayed until 4 weeks after resolution of symptoms. As noted above, patients with a chronic infectious condition or with a past history of serious infectious complications will be excluded. Subjects will be excluded for any evidence on laboratory testing (or by history) of hematologic, renal or hepatic abnormality. Subjects will be excluded for a positive anti-nuclear antibody (ANA) test. Infliximab Related Exclusion Criteria: * Have had any previous treatment with monoclonal antibodies or antibody fragments. * History of receiving human/murine recombinant products or a known allergy to murine products. A known allergy to murine product is definitely an exclusion criterion. * Documentation of seropositive for human immunodeficiency virus (HIV). Any candidate testing positive for HIV, in the medical screening evaluation, will be excluded from study participation. * Documentation of a positive test for hepatitis B surface antigen or hepatitis C. Any candidate testing positive for hepatitis B or hepatitis C, in the medical screening evaluation, will be excluded from study participation. * Are unable or unwilling to undergo multiple venipunctures because of poor tolerability or lack of easy access. * Use of any investigational drug within 30 days prior to screening or within 5 half-lives of the investigational agent, whichever is longer. * Presence of a transplanted solid organ (with the exception of a corneal transplant \> 3 months prior to screening). * Have a concomitant diagnosis or history of congestive heart failure. * Have a history of alcohol or substance abuse within the preceding 6 months that, in the opinion of the investigator, may increase the risks associated with study participation or study agent administration, or may interfere with interpretation of results. (As determined by Structured Clinical Interview for DSM-5 (SCID-5)) * Have a known history of serious infections (e.g., hepatitis, pneumonia, or pyelonephritis) in the previous 3 months. * Have or have had an opportunistic infection (e.g., herpes zoster \[shingles\], cytomegalovirus, Pneumocystis carinii, aspergillosis, histoplasmosis, or mycobacteria other than TB) within 6 months prior to screening. * Have a history of lymphoproliferative disease, including lymphoma or signs suggestive of possible lymphoproliferative disease such as lymphadenopathy of unusual size or location (e.g., nodes in the posterior triangle of the neck, infraclavicular, epitrochlear, or periaortic area), or splenomegaly. * Currently have any known malignancy other than the condition being treated or have a history of malignancy within the previous 5 years, with the exception of basal cell or squamous cell carcinoma of the skin that has been fully excised with no evidence of recurrence.