We tested in ≈55,098 (59% female) individuals from the Dutch Lifelines cohort the concurrent/prospective associations of C-reactive protein (CRP) with: depressive and anxiety disorders; positive/negative affect; and attention, psychomotor speed, episodic memory, and executive functioning at baseline and a follow-up assessment occurring 3.91 years later (SD = 1.21). Here, CRP is linked to anxiety disorder.