Systemic inflammation may influence trajectories of depressive symptoms over time, perhaps differentially by sex and race. Inflammatory markers and the Center for Epidemiologic Studies-Depression scale [total score: CES-Dtotal and four distinctive domains: somatic complaints, depressed affect, positive affect and interpersonal problems] were examined among African-American (AA) and White urban adults participating in the Healthy Aging in Neighborhoods of Diversity across the Life Span (HANDLS) study [2004-2013, Agebase:30-64 y, mean ± SD follow-up time: 4.64 ± 0.93 y, N = 150 (with cytokine data) to N = 1,767 (with other inflammatory markers)]. Findings suggest that serum concentrations of high-sensitivity C-reactive protein (hsCRP), z-inflammation composite score [ICS, combining elevated hsCRP and ESR with low serum albumin and iron], and serum interleukin (IL) 1β were positively associated with ΔCES-Dtotal (Δ: annual rate of increase) among Whites only. IL-12 was directly related to ΔCES-Dtotal among men and AA. The race-specific associations of hsCRP, ICS, IL-1β and the sex-specific association of IL-12 with ΔCES-Dtotal were replicated for the "depressed affect" domain. Similarly, among men, lower serum albumin and higher ICS were linked with higher baseline "somatic complaints". IL-10 among AA and IL-12 among men were inversely related to Δ"positive affect", while "interpersonal problems" were cross-sectionally associated with IL-6 among AA and IL-10 among Whites. Finally, baseline ICS was positively associated with incident "elevated depressive symptoms" (EDS: CES-Dtotal ≥ 16) among AA (HR = 1.28, 95% CI: 1.04-1.56, P = 0.017). Overall, systemic inflammation was directly linked to increased depressive symptoms over time and at baseline, differentially across sex and race groups. More longitudinal research is needed to replicate our findings.