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Elevated serum concentrations (>3 mg/L) of the acute-phase protein, C-reactive protein (CRP), is used as a clinical marker of inflammation and is reported to be a strong risk factor for cardiovascular disease. In psychiatric populations, CRP concentration is reported to be higher in depressed versus healthy individuals. Positive associations between CRP and depression have been established in both clinical and community samples, but effect sizes are attenuated after controlling for confounding variables. Similarly, emerging research has begun to draw a link between inflammation, symptoms of anxiety, and substance abuse. Given the high level of comorbid anxiety and substance use disorders in many depressed populations, this study examined whether depression (Patient Health Questionnaire 9 [PHQ-9]) and substance use-related (Drug Abuse Screening Test [DAST]) symptoms were associated with CRP concentrations in the blood after adjusting for relevant medical, social, and demographic covariates in a large sample undergoing screening for several transdiagnostic psychiatric research studies. A total of 1,724 participants were analyzed for association of CRP with variables using multivariate linear regression. An unadjusted model with no covariates showed that PHQ-9 was significantly associated with CRP in All (β = 0.125), Female (β = 0.091), and Male (β = 0.154) participants, but DAST was significantly associated with CRP in males only (β = 0.120). For the adjusted model, in both males and females, mood-stabilizer treatment (β = 0.630), opioid medication (β = 0.360), body mass index (β = 0.244), percent body fat (β = 0.289), nicotine use (β = 0.063), and self-reported sleep disturbance (β = 0.061) were significantly associated with increased CRP concentrations. In females, oral contraceptive use (β = 0.576), and waist-to-hip ratio (β = 0.086), and in males, non-steroidal anti-inflammatory drug use (β = 0.367) were also associated with increased CRP concentrations. There was no significant association between CRP and individual depressive, anxiety, or substance use-related symptoms when covariates were included in the regression models. These results suggest that associations between circulating CRP and the severity of psychiatric symptoms are dependent on the type of covariates controlled for in statistical analyses.