Systemic inflammation has been previously suggested as a candidate mechanism in the pathogenesis of depression, but the collective evidence from experimental and observational studies on the association between systemic inflammation and depression has been inconsistent. This discordance may be ascribed to symptom-specific effects of systemic inflammation that are lost when a single aggregate measure of depression is used. Accordingly, this study pooled the data from 15 population-based cohorts and 56,351 individuals aged 18 years and older to explore the association between systemic inflammation and an array of individual symptoms of depression. Higher concentrations of systemic inflammation were associated with a distinct set of physical and cognitive symptoms. There was also strong evidence against an association with a number of exclusively emotional symptoms. These findings have important implications for future research by suggesting a more targeted, symptom-focused approach to exploring the link between systemic inflammation and depression, particularly in anti-inflammatory drug trials.