Elevated levels of inflammatory markers, such as C-reactive protein, are well documented in people with depression. Few studies have examined whether the association between inflammation and depression is symptom specific, and differs according to antidepressant treatment. Using data from the English Longitudinal Study of Ageing (N = 5909), cross-sectional analyses revealed a significant dose-response association between C-reactive protein and the symptoms of fatigue (P < 0.001), restless sleep (P = 0.03), low energy (P = 0.02) and feeling depressed (P = 0.04), but not other symptoms. These associations were absent in users of anti-depressant medication. Our findings suggest the C-reactive protein-depression association is symptom-specific and modified by antidepressant treatment.