To investigate the changes in serum inflammatory cytokines and the predictive factors for the efficacy of sertraline following medication therapy in adolescents with first-episode major depressive disorder (MDD). A total of 61 adolescent patients with first-episode drug-naïve MDD were enrolled for the MDD group and 55 healthy adolescents were enrolled for the healthy control (HC) group. Sertraline tablets were administered to the MDD group for 8 weeks after enrollment, while no medication was given to the HC group. In the MDD group, blood samples were collected to measure the cytokine levels and clinical data, including scores for the 17-item Hamilton Depression Scale (HAMD-17) and the Connor-Davidson Resilience Scale (CD-RISC), were assessed at baseline and at the end of the 8-week medication, whereas in the HC group, blood samples and clinical data were collected only at baseline. The correlation between the levels of serum inflammatory cytokines and depression severity in the MDD group was analyzed and stepwise linear regression of HAMD-17 in the MDD group was performed to find serologic indicators that could be used to predict the efficacy of sertraline. At baseline, the levels of interleukin (IL)-1β and IL-6 in the MDD group were significantly higher than those in the HC group (all P<0.0001), while the tumor necrosis factor (TNF)-α level in the MDD group was significantly lower than that in the HC group ( P=0.006). After 8 weeks of medication treatment, the MDD group showed decreased levels of IL-1β and IL-6 and increased level of TNF-α compared to the pre-treatment levels. In addition, the HAMD-17 score, CD-RISC total score, and scores for perceived competence, trust and tolerance, and control, three factors of CD-RISC, all improved after treatment. There was no significant difference in serum cytokine levels at baseline between the subgroup showing response to the treatment and the non-responding subgroup. There was a weak correlation between IL-6 levels before and after treatment and CD-RISC scores and the scores for the trust and tolerance factor of CD-RISC before and after treatment. The baseline IL-1β and TNF-α levels did not show significant effect on posttreatment HAMD-17 scores. Serum cytokine levels of adolescents with first-episode MDD differ significantly from those of healthy adolescents. Although IL-6 was found to be correlated with depression severity, there was not enough support for it to be used as a predictor of the antidepression efficacy of sertraline.