Background: Cognitive symptoms of major depressive disorder, such as negative cognitive bias, are more prevalent in women than in men. Cognitive bias involves pattern separation which requires hippocampal neurogenesis and is modulated by inflammation in the brain. Previously, we found sex differences in the activation of the amygdala and the hippocampus in response to negative cognitive bias that varied with age. Given the association of cognitive bias to neurogenesis and inflammation, we examined associations between cognitive bias, neurogenesis in the hippocampus, and cytokine and chemokine levels in the ventral hippocampus (HPC) and basolateral amygdala (BLA) of males and females across the lifespan. Results: After cognitive bias testing, males had more IFN-γ, IL-1β, IL-4, IL-5, and IL-10 in the ventral HPC than females in adolescence. In young adulthood, females had more IFN-γ, IL-1β, IL-6, and IL-10 in the BLA than males. Middle-aged rats had more IL-13, TNF-α, and CXCL1 in both regions than younger groups. Neurogenesis in the dorsal hippocampus was negatively associated with negative cognitive bias in young adult males. Conclusions: Overall, the association between negative cognitive bias, hippocampal neurogenesis, and inflammation in the brain differs by age and sex. Hippocampal neurogenesis and inflammation may play greater role in the cognitive bias of young males compared to a greater role of BLA inflammation in adult females. These findings lay the groundwork for the discovery of sex-specific novel therapeutics that target region-specific inflammation in the brain and hippocampal neurogenesis.