SummaryBackground Depression is highly prevalent among patients with Chronic Obstructive Pulmonary Disease (COPD). The relationship of depression with systemic inflammation in COPD remains unknown. The objective of this observational study was to compare depression scores at baseline and after 36 months follow-up between COPD patients with persistent systemic inflammation (PSI) and never inflamed patients (NI) in the ECLIPSE cohort. Methods The ECLIPSE study included 2164 COPD patients. Parameters assessed at baseline and at 36 months follow-up included: demographics, clinical characteristics and symptoms of depression (Center for Epidemiologic Studies of Depression, CES-D). Patients classified as NI had zero and patients with PSI had ≥2 inflammatory biomarkers (white blood cell count, hsCRP, IL-6, and fibrinogen) in the upper quartile, at baseline and 12 months later. Findings 350 patients (29.1%) were NI and 131 patients (10.9%) had PSI. At baseline, mean CES-D score was higher in patients with PSI than in NI patients (11.7 (8.6) vs. 9.2 (8.9) points, p = 0.01). Differences were not confirmed after adjustment for possible confounders (β (95% CI) = 0.02 (-3.87 to 15.29), adjusted p = 0.98). At 36 months follow-up, CES-D scores were comparable in PSI and NI patients (12.2 (9.3) vs. 10.5 (9.0) points, p = 0.08) as were their temporal changes (0.5 (8.3) vs. 1.3 (7.9) points, p = 0.30). Conclusion The ECLIPSE study does not support a strong relationship between PSI and symptoms of depression at baseline and after 36 months follow-up in COPD. Funding The study was sponsored by GlaxoSmithKline.