Fifty-three studies met the inclusion criteria.The evidence indicated timing- and phenotype-dependent immune heterogeneity rather than uniformly increased peripheral inflammation. During pregnancy, IL-6 and C-reactive protein showed limited and inconsistent associations with subsequent postpartum depressive outcomes. Several prospective findings instead implicated reduced anti-inflammatory signaling, particularly lower IL-10, including one cohort in which lower third-trimester IL-10 predicted higher postpartum depression scores (β = −1.28; p = 0.006); however, this pattern remains insufficiently replicated. In contrast, the strongest positive cytokine associations were observed when biomarkers were measured concurrently with established severe PPD. In one clinical sample, higher IL-6 and IL-8 were associated with approximately threefold greater odds of PPD, suggesting a potential state-related signal rather than prospective prediction. Findings during the early postpartum period were less consistent: CRP and IL-6 measured on postpartum day 2 predicted later PPD in one cohort but not others, while urinary IL-1β at day 14 preceded greater depressive symptoms at day 28 in a small prospective sample. Regulatory T cells, TNF-α trajectories, and leukocyte- and platelet-derived inflammatory indices suggested additional pathway- specific patterns, but small samples, heterogeneous outcome definitions, and limited replication prevented identification of a clinically validated immune signature.