Interactions between the digestive system, brain functions and immunoglobulin G (IgG) mediated immunity against food antigens became recently a topic of growing interest in psychiatry research. Psychological stress can activate hypothalamic-pituitary-adrenal axis (HPA) with subsequent hypercortisolemia. It can also influence intestinal permeability and dynamics of IgG response. Major depression can by accompanied either by activation of inflammatory response or by immune suppression (e.g. decreased antibody production) where hypercortisolemia is a significant immune modulator. The aim of our study was to assess IgG immune response against 44 food products in depressed patients and controls along with markers of psychological stress, inflammation, psychometric and dietary parameters.Serum IgG concentrations against 44 food antigens, plasma cortisol, TNF-α, IL-6, IL-1b concentrations were measured and psychometric parameters were evaluated using Hamilton Depression Rating (HAM-D 17), Perceived Stress (PSS-10), and Symptom Checklist (SCL-90) scales in 34 depressed patients and 29 controls. Dietary parameters such as frequency of exposure to food antigens, appetite and weight change were assessed.There was a significantly lower IgG concentration against dairy in depressed patients compared to controls (post hoc p < 0.05) when there was a high exposure (consumption) to dairy. Our research revealed a significant interaction of IgG concentration against dairy proteins and exposure to dairy between groups (F (2.63) = 3.92, p = 0.025, η2 = 0.12). There was no significant difference in mean IgG concentration against food antigens between patients and controls. We found increased concentration of cortisol in depressed patients (t (1.61) = 2.37, p = 0.02) compared to controls. Patients with melancholic depression had significantly higher (M rank = 21.27) concentration of cortisol (U = 41, p = 0.006), when compared with the non-melancholic group of patients (M rank = 12.16). Cortisol concentration significantly positively correlated with HAM-D 17 (r = 0.442, p = 0.009) and with phobias in SCL-90 scale in patients' group (r = 0.531, p = 0.001). There was decreased concentration of TNF-α (t = 4.256, p < 0.001) in depressed patients compared to controls. IgG concentration of 38.63% food products positively correlated with TNF-α concentration in depressed patients compared to 9.09% of those in healthy controls.We observed an immune suppression of IgG response to dairy proteins in depressed patients. Hypercortisolemia with involvement of decreased concentration of TNF-α might play a significant role in suppression of IgG response in depressed patients.