Inflammation is one possible mechanism underlying the associations between mental disorders and cardiovascular diseases (CVD). However, studies on mental disorders and inflammation have yielded inconsistent results and the majority did not adjust for potential confounding factors. We examined the associations of several pro-inflammatory cytokines (IL-1β, IL-6 and TNF-α) and high sensitive C-reactive protein (hsCRP) with lifetime and current mood, anxiety and substance use disorders (SUD), while adjusting for multiple covariates. The sample included 3719 subjects, randomly selected from the general population, who underwent thorough somatic and psychiatric evaluations. Psychiatric diagnoses were made with a semi-structured interview. Major depressive disorder was subtyped into "atypical", "melancholic", "combined atypical-melancholic" and "unspecified". Associations between inflammatory markers and psychiatric diagnoses were assessed using multiple linear and logistic regression models. Lifetime bipolar disorders and atypical depression were associated with increased levels of hsCRP, but not after multivariate adjustment. After multivariate adjustment, SUD remained associated with increased hsCRP levels in men (β = 0.13 (95% CI: 0.03,0.23)) but not in women. After multivariate adjustment, lifetime combined and unspecified depression were associated with decreased levels of IL-6 (β = -0.27 (-0.51,-0.02); β = -0.19 (-0.34,-0.05), respectively) and TNF-α (β = -0.16 (-0.30,-0.01); β = -0.10 (-0.19,-0.02), respectively), whereas current combined and unspecified depression were associated with decreased levels of hsCRP (β = -0.20 (-0.39,-0.02); β = -0.12 (-0.24,-0.01), respectively). Our data suggest that the significant associations between increased hsCRP levels and mood disorders are mainly attributable to the effects of comorbid disorders, medication as well as behavioral and physical CVRFs.