This study examined the longitudinal association of depressive symptoms and stressful life events with inflammation in the Women’s Health Initiative. Women aged 50 years and older (N = 7477) completed questionnaires assessing depressive symptoms and stressful life events at baseline and 15 years later. Serum measures of C-reactive protein were collected at both assessments. In bivariate analyses, C-reactive protein predicted 15-year depressive symptoms and stressful life events (ps < .03) and baseline depressive symptoms and stressful life events predicted later C-reactive protein (ps < .03). These longitudinal relationships were not maintained in multivariate adjusted analyses. Combined with previous research, this suggests the relationship between depression, stressful life events and inflammation attenuates with time.