There is a growing body of evidence to support the involvement of proinflammatory cytokines in the pathophysiology of depression; however, no previous studies have examined the relationship between cytokines and the brain morphology of patients with major depressive disorder (MDD). We therefore evaluated the relationship between serum cytokine levels and cortical thinning during the first depressive episode in drug-naïve patients with MDD. We measured the serum cytokine levels (IL-1β, IL-6, IFN-γ, and TNFα), and whole-brain cortical thickness and hippocampal subfield volumes on brain magnetic resonance imaging (MRI) using surface-based morphometry in 40 patients with MDD and 47 healthy volunteers (controls). Only the serum IL-6 level was significantly higher in patients with MDD than in controls. The prefrontal cortex (PFC) thickness was significantly reduced in patients with MDD, and showed a significant inverse correlation with the serum IL-6 level. Although high serum IL-6 levels were correlated with reduced left subiculum and right CA1, CA3, CA4, GC-DG, subiculum, and whole hippocampus volumes, the presence or absence of MDD had no effect on the volume of any hippocampal subfields. Our results suggest that IL-6 may play a key role in the morphological changes in the PFC during the early stage of MDD.