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To assess the magnitude and direction of associations of depression with C-reactive protein (CRP), interleukin (IL)-1, and IL-6 in community and clinical samples.Systematic review of articles published between January 1967 and January 2008 in the PubMed and PsycINFO electronic databases was performed. Effect sizes were calculated as stat d and meta-analyzed, using random-effects models.Each inflammatory marker was positively associated with depression; CRP, d = 0.15 (95% CI = 0.10, 0.21), p < .001; IL-6, d = 0.25 (95% CI = 0.18, 0.31), p < .001; IL-1, d = 0.35 (95% CI = 0.03, 0.67), p = .03; IL-1ra, d = 0.25 (95% CI = 0.04, 0.46), p = .02. Associations were strongest in clinically depressed patient samples—but were also significant in community-based samples—and when clinical interviews were used. Studies adjusting for body mass index (BMI) had smaller associations, albeit significant. Relationships were inconsistent with respect to age, medication, and sex. Depression was related to CRP and IL-6 among patients with cardiac disease or cancer.Depression and CRP, IL-1, and IL-6 are positively associated in clinical and community samples and BMI is implicated as a mediating/moderating factor. Continuity in clinic- and community-based samples suggests there is a dose-response relationship between depression and these inflammatory markers, lending strength to the contention that the cardiac (or cancer) risk conferred by depression is not exclusive to patient populations. Available evidence is consistent with three causal pathways: depression to inflammation, inflammation to depression, and bidirectional relationships.ANS = autonomic nervous system; BDI = Beck Depression Inventory; BMI = body mass index; CAD = coronary artery disease; CES-D = Center for Epidemiological Studies-Depression Scale; CI = confidence interval; CNS = central nervous system; CRH = corticotrophin-releasing hormone; CRP = C-reactive protein; DSM = Diagnostic and Statistical Manual of Mental Disorders; HPA = hypothalamic-pituitary-adrenal; IL = interleukin; IL-1ra = interleukin-1 receptor antagonist; LPS = lipopolysaccharide; MI = myocardial infarction; OTC = over-the-counter; PBMC = Peripheral Blood Mononuclear Cells; PHQ-9 = Depression Module of the Patient Health Questionnaire; SE = Standard Error.