We aimed to investigate the inflammatory substrate in psychosis by evaluating both the Hypothalamus-Pituitary-Adrenal axis function and immune state at prodrome. This involved the recruitment of Ultra High Risk (UHR) of Psychosis subjects, Healthy Controls (HC) and patients with established Schizophrenia (CHRON). Serum cortisol at 3 different times throughout the day was measured. The Dexamethasone Suppression Test was performed plus 12 circulating cytokines were measured. The UHR subjects presented increased IL-4 levels compared with both the HC and CHRON patients. In contrast the UHR differed only from the CHRON group regarding the endocrine parameters. In conclusion, IL-4 appears to play a key role at prodrome.