Depression is a serious medical and social problem due to its high prevalence, involvement of people of working age and lack of highly effective therapy. Social stressors contribute to the prevalence of depression. The COVID-19 pandemic and the associated rules of social distancing, military clashes, and a deteriorating economic situation can lead to a painful “breakdown” of socio-biological adaptation mechanisms and contribute to an increase in the prevalence of depressive disorders, which, according to WHO forecasts, may take second place in the world by 2030, which leads to interest in studying this problem and finding new effective approaches to therapy. Decreased cognitive function in depressive disorders is caused by neuroinflammatory and neurodegenerative changes. The latter are predominantly recorded in the hippocampus, numerous changes in the plasticity of which have been observed both in patients with clinical depression and in rodent models of depression. There is also a sufficient amount of data on the significant role of immune cells and their cytokines in depression, including in the development of behavioral phenotype. We have previously shown that spleen cells of depressive-like mice after ex vivo treatment with caffeine, a psychoactive drug with a wide range of immunomodulatory properties, change their functional activity and, after intravenous administration to syngeneic depressive-like recipients, have editing depressive-like behavior effect. The purpose of this work was to investigate the central effects of caffeine-modulated spleen cells in the mechanisms of editing depressive-like behavior. It was found that in depressive-like recipients after transplantation of syngeneic caffeine-modulated splenocytes, there is an increase in the density of neurons in the CA1 and CA3 zones of the hippocampus, accompanied by BDNF level increase in the hippocampus and prefrontal cortex against the background of a decrease of a number of pro-inflammatory (IL-1β, IL-6, IFNγ and TNFα) and increased of anti-inflammatory (IL-10 and IL-4) cytokines in brain structures pathogenetically significant for the state of depression. The mechanisms of the identified structural and functional changes in the recipient’s brain after the caffeine-modulated splenocytes transplantation are discussed, including their possible direct influence, confirmed by visualization of transplanted cells in the brain parenchyma of depressed-like recipients.