Clinical studies indicate that alcohol-dependent patients may develop depressive symptoms during abstinence, which may increase the likelihood of relapse. It is known that both in alcohol exposure and depression, there is an increase in the levels of pro-inflammatory cytokines in the brain. However, the putative contribution of increased levels of pro-inflammatory cytokines in the development of depressive-like behavior during ethanol withdrawal has not been evaluated. In the present study, we aimed to investigate if ethanol withdrawal-induced depressive-like behavior is related to increased levels of pro-inflammatory cytokines in the brain. Male mice were treated with vehicle (saline 0.9%, v.o.) or ethanol (2 g/kg, v.o.) for 14 days. After 5 days of cessation of the ethanol treatment, mice were subjected to the forced swim test (FST), tail suspension test (TST), and open field test (OFT) and then sacrificed. Their brains were analyzed for the levels of pro-inflammatory cytokines. Ethanol withdrawal mice showed increased immobility time in the FST and TST than by the control group, indicating increased depressive-like behavior. No alterations in OFT were observed. Ethanol withdrawal increased the levels of tumor necrosis factor-alpha (TNF-α) in the hippocampus and striatum, interleukin-1 beta (IL-1β) in the hippocampus, and IL-6 in the prefrontal cortex and hippocampus. Treatment of mice with nimesulide (5 or 10 mg/kg/day), a cyclooxygenase-2 inhibitor, during ethanol withdrawal prevented the increase in immobility time in the TST. Similar results were observed in the FST upon nimesulide treatment, although with a higher dose. Nimesulide treatment (10 mg/kg) prevented the ethanol withdrawal-induced alterations in the levels of TNF-α, IL-1β, and IL-6 in the hippocampus, prefrontal cortex, and striatum. Treatment of mice with an atypical antidepressant drug, vilazodone (0.3 or 1 mg/kg) prevented the increase in depressive-like behavior induced by ethanol withdrawal in the TST. In the FST, the increase in immobility time was prevented only by 1 mg/kg vilazodone treatment. Vilazodone prevented the increase in the levels of TNF-α, IL-1β, and IL-6 in the hippocampus, IL-6 in the prefrontal cortex, and TNF-α in the striatum. In conclusion, these data indicate that increased levels of pro-inflammatory cytokines may play a role in the development of depressive-like behavior during ethanol withdrawal in mice.