Immune activation and suppression in patients with major depressive disorders (MDD) have been both reported in different studies. We assume that these findings may indicate innate immunological tolerance in MDD, with subclinical elevated level of proinflammatory cytokines and the decrease in innate immune response while encountering pathogens. Peripheral monocytes of 50 untreated patients with MDD and 40 healthy controls were isolated and cultured, with or without 10 ng/ml lipopolysacchride (LPS) for 6 h (6 h, LPS+/-), and with LPS for 18 h (18, LPS+). The cell culture supernatants were collected to measure concentrations of tumor necrosis factor-alpha (TNF-α), interleukin 6 (IL-6), and interleukin 1 beta (IL-1β). The baseline concentrations of IL-6 and IL-1β (6 h, LPS-) were significantly higher in the MDD group than those in the control group. There was no significant difference of TNF-α between the two groups. The fold changes of LPS-induced secretion of IL-6 and TNF-α from monocytes cultured for 6 and 18 h were all lower in the patient groups, and that was true for IL-1β as monocytes cultured for 18 h. Given the gap between the results of in vitro experiments and the actual response that happens in vivo when the immune system encounters pathogens from the external world, future research should include in vivo methods to test the results of the current study. Patients with MDD may have subclinical inflammation during a depressive episode, and the reduced response to LPS in monocytes indicates innate immunological tolerance.