There is robust evidence that inflammation is closely associated with major depressive disorder (MDD). The antidepressant effect of acupuncture has been associated with favorable changes in peripheral levels of inflammatory cytokines. However, the findings of these studies were not consistent. This systematic review and meta-analysis were performed to explore the peripheral inflammatory cytokines of acupuncture in treating MDD. The study protocol was registered at PROSPERO, CRD42021289207. We conducted a systematic search for eligible randomized controlled trials (RCTs) that reported acupuncture as an intervention for patients with MDD. The outcome of interest was changes in inflammatory cytokine levels measured before and after the intervention. We searched electronic databases including PubMed, Embase, Cochrane, SinoMed, Wanfang, China National Knowledge Infrastructure (CNKI), and Chongqing VIP (CQVIP). Nine studies including 848 patients were eligible and included. The findings from two studies suggest that acupuncture may lead to changes in inflammatory cytokine levels, irrespective of comparisons with sham acupuncture or Selective Serotonin Reuptake Inhibitors (SSRIs) and Selective Serotonin-Norepinephrine Reuptake Inhibitors (SNRIs). While the small sample size, no firm conclusions can be drawn yet. Compared with SSRIs/SNRIs alone, the pooled effect estimation indicates acupuncture combined with SSRIs/SNRIs decreased levels of pro-inflammatory cytokines IL-6, TNF-α and IFN-γ, and elevated levels of anti-inflammatory cytokines IL-4 and IL-10. This study demonstrates that acupuncture appears to have an efficacy in producing anti-inflammatory effects in individuals with MDD.