As the role of (neuro)inflammation in depression is emerging, augmentation of antidepressant treatments with anti-inflammatory drugs such as celecoxib has shown encouraging preliminary results. However, inflammation is not present in all depressed patients. Depression is heterogeneous: patients express diverse and sometimes opposing symptoms and biological profiles. The investigators of the present trial recently introduced the concept of ImmunoMetabolic Depression (IMD), characterized by the clustering of inflammatory/metabolic dysregulations and atypical, energy-related symptoms (hyperphagia, weight gain, hypersomnia, fatigue and leaden paralysis), and present in approximately 30% of cases. Converging evidence suggests that in this subgroup of depression cases, inflammation may exert a crucial pathobiological mechanism, representing therefore an actionable therapeutic target. In this trial IMD will be applied as a tool to personalize treatment, by matching depressed subjects with IMD with a targeted anti-inflammatory add-on treatment. In this study, 140 persons with IMD will be selected. In this specific group of patients, the investigators will test whether celecoxib add-on (400 mg/d) is more effective than placebo in the treatment of depression through a 12-week double-blind, randomized (1:1), placebo-controlled trial. By selecting specifically depressed patients with IMD, the proposed treatment selectively targets key inflammatory pathophysiological pathways to enhance clinical outcome for depression. This personalized approach is expected to lead to large health gains for a sizable proportion of patients. The main hypothesis is that the group of patients with IMD receiving TAU + celecoxib, as compared to the TAU + placebo, will show a better symptom course over the 12-week follow-up.