We investigated the linear and non-linear effects of peripheral immunity markers including differential leukocytes counts, their derived ratios and C-reactive protein (CRP) on the risk of dementia, Parkinson’s disease (PD), stroke, schizophrenia, bipolar affective disorder (BPAD), major depressive disorder (MDD) and anxiety, using Cox proportional hazard models and restricted cubic spline models. This evidence concerns the gene CRP and major depressive disorder.