Affective disorders (AD) including major depressive disorder (MDD) and bipolar disorder (BD) are common mood disorders associated with increased disability and poor health outcomes. Altered immune responses characterized by increased serum levels of pro-inflammatory cytokines and neuroinflammation are common findings in patients with AD and in corresponding animal models. Dendritic cells (DCs) represent a heterogeneous population of myeloid cells that orchestrate innate and adaptive immune responses and self-tolerance. Upon sensing exogenous and endogenous danger signals, mature DCs secrete proinflammatory factors, acquire migratory and antigen presenting capacities and thus contribute to neuroinflammation in trauma, autoimmunity, and neurodegenerative diseases. However, little is known about the involvement of DCs in the pathogenesis of AD. In this review, we summarize the current knowledge on DCs in peripheral immune responses and neuroinflammation in MDD and BD. In addition, we consider the impact of DCs on neuroinflammation and behavior in animal models of AD. Finally, we will discuss therapeutic perspectives targeting DCs and their effector molecules in mood disorders.