From the article:
Prior studies have suggested that depressed people with evidence of high inflammation are less likely to respond to traditional treatments for the disorder, including anti-depressant medications and psychotherapy. This study was designed to see whether blocking inflammation would be a useful treatment for either a wide range of people with difficult-to-treat depression or only those with high levels of inflammation.
[…]
Study participants all had major depression and were moderately resistant to conventional antidepressant treatment. Each participant was assigned either to infliximab or to a non-active placebo treatment.
When investigators looked at the results for the group as a whole, no significant differences were found in the improvement of depression symptoms between the drug and placebo groups. However, when the subjects with high inflammation were examined separately, they exhibited a much better response to infliximab [TNF inhibitor] than to placebo.
Inflammation in this study was measured using a simple blood test that is readily available in most clinics and hospitals and measures C-reactive protein or CRP. The higher the CRP, the higher the inflammation, and the higher the likelihood of responding to the drug.