Posttraumatic stress disorder (PTSD) is of great concern in veterans. PTSD usually occurs after a person is exposed to death, threatened death, actual or threatened serious injury, or actual or threatened sexual violence. Active duty soldiers deployed to war zones are at risk for PTSD. Psychoneuroimmunological theory predicts that PTSD, depression, and stress can lead to low-grade, chronic inflammation. We asked whether there were relationships between PTSD symptoms and chronic stress, depression and inflammation in active duty U.S. soldiers. We enrolled 52 active duty enlisted and reservist soldiers in a cross-sectional study while they participated in a week of military training in fall 2011. They completed a demographic questionnaire, the Center for Epidemiological Studies-Depression Scale, the Combat Exposure Scale, and the PTSD symptom Checklist-Military version (PCL-M). Blood samples were taken for analysis of cytokines and C-reactive protein (CRP). Hair samples shaved from the forearm were measured for cortisol. Of the soldiers, 11 had PCL-M scores in the moderate to severe range. Regression analysis demonstrated that depression and war zone deployment were strong predictors of PTSD symptoms. CRP and hair cortisol were correlated with each other and with depression and PTSD symptoms. These results suggest relationships among war zone deployment, depression, and PTSD. Chronic stress associated with depression, PTSD, and war zone experiences may be related to inflammation in active duty soldiers.