Previous studies have investigated the role of inflammatory markers in suicidality of patients with major depressive disorder (MDD) or panic disorder (PD). However, few studies have investigated associations between serum inflammatory cytokine levels and suicidality. We hypothesized that MDD and PD status might be significantly associated with serum inflammatory cytokines and that we could predict levels of improvement in suicide ideation intensity using serum inflammatory biomarkers in patients with MDD and PD. For this study, 41 patients with MDD, 52 patients with PD, and 59 healthy control (HC) subjects were enrolled. Psychological measurements and serum inflammatory markers such as interleukin (IL) -6, -10, interferon (IFN)-γ, tumor necrosis factor (TNF)-α, and C reactive protein (CRP) were examined. A total of five visits were completed during 12 weeks. After controlling for confounding factors, log-transformed IL-6 (ln_IL-6) at baseline (MDD: 0.297 ± 0.626; PD: 0.342 ± 0.723; HC: -0.121 ± 0.858; p = 0.007, >0.0017, 0.05/30) and mean ln_IL-6 (MDD: 0.395 ± 0.550, PD: 0.249 ± 0.544, HC: -0.139 ± 0.622, p = 0.002, >0.0017, 0.05/30) levels were trends towards significantly higher in patients with MDD and PD than in HC. In MDD patients, a higher level of basal ln_TNF-α was a significant predictor of ΔSSI (changes in SSI scores between baseline and week 12) even after controlling for changes of depression symptoms and baseline SSI scores (standardized β = 0.541, p = 0.002 < 0.0028, 0.05/18). In conclusion, we could predict ΔSSI using baseline inflammatory biomarkers for patients with MDD.