Major Depressive Disorder (MDD) is common in long COVID syndrome; however, the neurobiological mechanisms are unclear. An immune activation response has been associated with COVID‐19 severity as well as in MDD. We hypothesize that high levels of pro‐inflammatory cytokines during SARS‐CoV‐2 infection may be associated with new‐onset MDD and severe outcomes such as treatment‐resistant depression (TRD) and risk of suicide ideation and behavior (SI/SB).