Activation of the innate immune system is thought to contribute to depression. Multiple social and behavioral factors are also known to instigate depression. Whether these socio-behavioral factors interact with inflammatory stimuli to alter proinflammatory responses and depressed mood is not known. In 115 healthy adults, social, emotional, and behavioral factors were assessed at baseline. A single infusion of endotoxin (Escherichia coli; 0.8 ng/kg of body weight) or placebo (0.9% saline) was administered with hourly assessment of depressed mood and proinflammatory cytokines (interleukin-6 (IL-6); tumor necrosis factor-α (TNF)). Inflammatory gene expression was examined at 30 min after infusion, prior to increase of inflammatory cytokines. As compared to placebo, endotoxin-induced increases of depressed mood were moderated by baseline levels of perceived stress, trait sensitivity to social disconnection, and severity of symptoms of anxiety and depression (all Ps < 0.05) but not early life stress, social status, social support, neuroticism, or sleep disturbance. Anxiety symptoms remained significant in multivariable analyses (P < 0.01). None of these socio-behavioral factors were related to increases in proinflammatory cytokines. Transcriptome profiling analyses indicated that perceived stress, sensitivity to social disconnection, and depressive symptoms were associated with increased activation of pro-inflammatory transcription control pathways (i.e., activator protein-1, nuclear factor-κB) in response to endotoxin (all Ps < 0.05). These results indicate that an array of socio-behavioral factors, which are associated with depression risk, modify vulnerability to inflammation-induced depressed mood. Together, these observations may be used to help target therapeutic interventions to mitigate occurrence of the inflammatory biotype of depression.