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Inflammation has been implicated in depressive symptoms, but few studies use longitudinal designs with adolescents. Furthermore, the extant literature has yielded inconsistent results. Blood was collected from a community sample of 201 adolescents (109 female, age range = 12.3–20.0 years) and analyzed for inflammatory proteins. Up to five follow-up assessments of depressive symptoms were conducted. Multilevel modeling indicated that high C-reactive protein (CRP) but no other proinflammatory markers predicted depressive symptom increases. Three-way interactions between different inflammatory biomarkers, sex, and months to follow-up predicted change in depressive symptoms. Higher interleukin-6 predicted increased depressive symptoms at 13 to 31 months after baseline assessment of depression and inflammation for females. Higher tumor necrosis factor-α predicted increased depressive symptoms …