Major depression is a serious side effect of interferon-α (IFN-α), which is used in the therapy of hepatitis C virus (HCV) infection. Due to the lack of reproducible animal models, the mechanisms underlying IFN-α-related depression are largely unknown. We herein established a mouse model, in which murine IFN-α (250 IU/day) and polyinosinic/polycytidylic acid (poly(I:C); 1 μg/day), a toll-like receptor-3 (TLR3) agonist that mimics the effect of HCV double-strand RNA, were continuously infused into the lateral ventricle via miniosmotic pumps over up to 14 days. The delivery of IFN-α and poly(I:C), but not of IFN-α or poly(I:C) alone, resulted in a reproducible depression-like state that was characterized by reduced exploration behavior in open-field tests, increased immobility in tail suspension and forced swimming tests, and a moderate loss of body weight. In the hippocampus and prefrontal cortex, the pro-inflammatory genes TNF-α, IL-6, tissue inhibitor of metalloproteinases-1 (Timp-1), CXC motif ligand-1 (Cxcl1), Cxcl10, and CC motif ligand-5 (Ccl5) were synergistically induced by IFN-α and poly(I:C), most pronounced after 14-day exposure. In comparison, the interferon-inducible genes of signal transducer and activator of transcription-1 (Stat1), guanylate binding protein-1 (Gbp1), proteasome subunit-β type-9 (Psmb9), ubiquitin-conjugating enzyme E2L-6 (Ube2l6), receptor transporter protein-4 (Rtp4), and GTP cyclohydrolase-1 (Gch1), which had previously been elevated in the blood of IFN-α-treated patients developing depression, in the brains of suicidal individuals, and in primary neurons exposed to IFN-α and poly(I:C), were induced even earlier, reaching maximum levels mostly after 24 hours. We propose that interferon-inducible genes might be useful markers of imminent depression.