The main question of this article is: “Despite its negative consequences, why does depression persist in the population?” The article introduces the “infection-defense hypothesis” of depression, which proposes that moods—with their ability to orchestrate a wide array of physical and behavioral responses—have played an adaptive role throughout human history by helping individuals fight existing infections, as well as helping both individuals and their kin avoid new ones. In contrast to many previous evolutionary theories of depression, the infection-defense hypothesis takes into account and helps to integrate a large and growing body of evidence linking depression to inflammation and immune function, and helps to explain depression’s association with a vast array of conditions and illnesses such as nutritional deficiencies, seasonal changes, hormonal fluctuations, and chronic diseases. The article also notes several predictions for the infection-defense hypothesis. Predictions include: (1) most signs and symptoms of depression will aid the immune system’s ability to fight infections, by performing one or more of the following functions, (2) many types of infectious diseases will be associated with depressive symptoms, (3) depressed individuals will tend to have elevated rates of infection and/or immune alteration, (4) medical, environmental, and physiological conditions that increase immune vulnerability, or that increase exposure to infection, will also be associated with increased rates of depression, (5) there are bidirectional processes that communicate between the nervous and immune systems and provide mechanisms for infections, immune processes, and mood to influence one another, and (6) moods provide an implicit mechanism for cost-benefit analysis of an individual’s optimal responses to environmental challenges and the organisms’ immune status, helping to regulate the timing and intensity of infection-defense responses. Considerable evidence exists to support each of these predictions. The infection-defense hypothesis and in particular, the notion that moods may serve as a behavioral defense against infection, can possibly play a role in understanding the causes, treatment, and prevention of depression.