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Ozone (O₃) is an air pollutant that primarily damages the lungs, but growing evidence supports the idea that O₃ also harms the brain; acute exposure to O₃ has been linked to central nervous system (CNS) symptoms such as depressed mood and sickness behaviors. However, the mechanisms by which O₃ inhalation causes neurobehavioral changes are limited. One hypothesis is that factors in the circulation bridge communication between the lungs and brain following O₃ exposure. In this study, our goals were to characterize neurobehavioral endpoints of O₃ exposure as they relate to markers of systemic and pulmonary inflammation, with a particular focus on serum amyloid A (SAA) and kynurenine as candidate mediators of O₃ behavioral effects. We evaluated O₃-induced dose-, time- and sex-dependent changes in pulmonary inflammation, circulating SAA and kynurenine and its metabolic enzymes, and sickness and depressive-like behaviors in Balb/c and CD-1 mice. We found that 3 parts per million (ppm) O₃, but not 2 or 1 ppm O₃, increased circulating SAA and lung inflammation, which were resolved by 48 h and was worse in females. We also found that indoleamine 2,3-dioxygenase (<i>Ido1</i>) mRNA expression was increased in the brain and spleen 24 h after 3 ppm O₃ and that kynurenine was increased in blood. Sickness and depressive-like behaviors were observed at all O₃ doses (1–3 ppm), suggesting that behavioral responses to O₃ can occur independently of increased SAA or neutrophils in the lungs. Using SAA knockout mice, we found that SAA did not contribute to O₃-induced pulmonary damage or inflammation, systemic increases in kynurenine post-O₃, or depressive-like behavior but did contribute to weight loss. Together, these findings indicate that acute O₃ exposure induces transient symptoms of sickness and depressive-like behaviors that may occur in the presence or absence of overt pulmonary neutrophilia and systemic increases of SAA. SAA does not appear to contribute to pulmonary inflammation induced by O₃, although it may contribute to other aspects of sickness behavior, as reflected by a modest effect on weight loss.