We identified no evidence to support an association between genetically estimated CRP (OR = 0.1.01, 95% CI: 0.987–1.033; p = 0.40), IL-6 (OR = 0.97, 95% CI: 0.942–1.008; p = 0.14) and TNF (OR = 1.01, 95% CI: 0.987–1.027; p = 0.48) levels in MDD using 56, 9 and 5 SNPs, which were respectively associated with GWAS significance (p = 5 × 10−8) as MR instruments (after HEIDI outlier filtering to remove pleiotropic SNPs) (eTable 15, Supplementary Tables). This evidence concerns the gene IL6 and major depressive disorder.