Using the prospective Avon Longitudinal Study of Children and Parents birth cohort (N = up-to 6401), we have examined longitudinal associations of early-life inflammation [exposures: interleukin-6 (IL-6), C-reactive protein (CRP) levels at age 9y; IL-6 and CRP DNA-methylation (DNAm) scores at birth and age 7y; and IL-6 and CRP polygenic risk scores (PRSs)] with the number of depressive episodes and psychotic experiences (PEs) between ages 10–28 years. This evidence concerns the gene IL6 and major depressive disorder.