BACKGROUND: The link between inflammation and depression has been investigated extensively. Cognitive dysfunction in depression is an unmet treatment need. A better understanding of possible links between inflammation and cognition in people with depression may help to identify new treatment targets. METHODS: We report findings from a study comparing a range of cognitive functions between 80 depressed patients with (C-reactive protein ≥3 ​mg/L; n ​= ​37) and without (CRP<3 ​mg/L; n ​= ​43) evidence of inflammation. All participants met the International Classification of Diseases 10th Revision criteria for current depressive episode and had somatic symptoms of depression. All participants completed cognitive testing and clinical assessment and were screened for acute infection. RESULTS: Patients with evidence of inflammation, compared to those without, had slower psychomotor speed as measured by symbol coding task (mean difference ​= ​0.06, 95% CI ​= ​0.003-0.11) and slower reaction time, as measured by a simple movement time task (mean difference ​= ​26.56, 95% CI ​= ​-48.92 to -4.20). These effects were fully explained after controlling for age, sex, and body mass index. Measures of emotional processing, memory, and planning were comparable between two groups. CONCLUSIONS: Certain cognitive domains, particularly processing speed and reaction time may be more affected in depressed patients with evidence of low-grade inflammation and somatic symptoms. Further studies with larger samples are required for a clearer understanding of the association between inflammation and cognitive dysfunction in depression.