Recent studies have suggested that immune function may be dysregulated in persons with depressive and anxiety disorders. Few studies examined the expression of cytokines in response to ex vivo stimulation of blood by lipopolysaccharide (LPS) to study the innate production capacity of cytokines in depression and anxiety. To investigate this, baseline data from the Netherlands Study of Depression and Anxiety (NESDA) were used, including persons (18–65 years; 66% women) with current (that is, past month; N=591) or remitted (N=354) DSM-IV depressive or anxiety disorders and healthy controls (N=297). Depressive and anxiety symptoms were measured by means of the Inventory of Depressive Symptomatology (IDS) and the Beck Anxiety Inventory (BAI). Using Multi-Analyte Profiling technology, plasma levels of 13 cytokines were assayed after whole blood stimulation by addition of LPS. Basal plasma levels of C-reactive protein, interleukin-6 and tumor necrosis factor-α were also available. A basal and a LPS summary index were created. Results show that LPS-stimulated inflammation was associated with increased odds of current depressive/anxiety disorders (odds ratio (OR)=1.28, P=0.009), as was the case for basal inflammation (OR=1.28, P=0.001). These associations were no longer significant after adjustment for lifestyle and health (OR=1.13, P=0.21; OR=1.07, P=0.45, respectively). After adjustment for lifestyle and health, interleukin-8 was associated with both remitted (OR=1.25, P=0.02) and current (OR=1.28, P=0.005) disorders. In addition, LPS-stimulated inflammation was associated with more severe depressive (β=0.129, P<0.001) and anxiety (β=0.165, P<0.001) symptoms, as was basal inflammation. Unlike basal inflammation, LPS-stimulated inflammation was still associated with (anxiety) symptom severity after adjustment for lifestyle and health (IDS: interleukin (IL)-8, MCP-1, MMP2; BAI: LPS index, IL-6, IL-8, IL-10, IL-18, MCP-1, MMP2, TNF-β). To conclude, lifestyle and health factors may partly explain higher levels of basal, as well as LPS-stimulated inflammation in persons with depressive and anxiety disorders. However, production capacity of several cytokines was positively associated with severity of depressive and in particular anxiety symptoms, even while taking lifestyle and health factors into account. Elevated IL-8 production capacity in both previously and currently depressed and anxious persons might indicate a genetic vulnerability for these disorders.