The analysis indicated reciprocal relationships of lifetime smoking with depression (ORSmk–Dep = 2.01, 95% CI 1.71–2.37, p < 0.001; ORDep–Smk = 1.09, 95% CI 1.06–1.13, p < 0.001), CRP levels and IL-6 activity (ORSmk–CRP = 1.40, 95% CI 1.21–1.55, p < 0.001; ORCRP–Smk = 1.03, 95% CI 1.02–1.05, p < 0.001, ORIL-6/CRP–Smk = 1.06 (1.03–1.09), p < 0.001). Here, IL6 is linked to major depressive disorder.