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Description: Background: Studies investigating the link between Major Depressive Disorder (MDD) and inflammation have yielded inconsistent results. This may be due to two factors. First, studies differed regarding the specific inflammatory markers studied and covariates accounted for. Second, specific depression symptoms may be differentially related to inflammation, and traditional analyses of symptom total scores or diagnostic status may obfuscate such associations. Here we test these two possibilities. Methods: In increasing levels of complexity, we estimated six regularized partial correlation networks in 2321 participants of the Netherlands Study of Depression and Anxiety study to explore the shared variance among depression modeled via sum-score, 9 DSM-5 symptoms, or 28 individual symptoms; inflammatory markers C-reactive protein (CRP), interleukin 6 (IL-6) and tumor necrosis factor α (TNF-α); excluding and including the covariates sex, age, body mass index (BMI), exercise, smoking, alcohol, and chronic diseases Results: After covariate adjustment, the depression sum-score was associated with IL-6; all markers were related to sex; and CRP and IL-6 were associated with BMI. When modeling the 9 DSM-5 symptoms and CRP as replication of Jokela et al. (2016), CRP was associated with trouble sleeping, energy level, BMI, and sex. In a final adjusted model with all 28 individual symptoms, depression and inflammation were unrelated; CRP was associated with BMI and sex; IL-6 with BMI and age; and TNF-α with chronic diseases. Conclusions: Differential relations between markers, symptoms, and covariates emerged. Links between depression and inflammation were largely to completely attenuated after covariate adjustment.