Objectives: This study examined 1) the cross-sectional relationships between symptoms of depression/anxiety and immunometabolic risk factors, and 2) whether these relationships might be explained in part by cardiac vagal activity. Methods: Data were drawn from the Adult Health and Behavior registries (n = 1785), comprised of community dwelling adults (52.8% women, aged 30–54). Depressive symptoms were measured with the Center for Epidemiological Studies Depression Scale (CES-D) and the Beck Depression Inventory-II (BDI-II), and anxious symptoms with the Trait Anxiety scale of the State-Trait Anxiety Inventory (STAI-T). Immunometabolic risk factors included fasting levels of triglycerides, high-density lipoproteins, glucose, and insulin, as well as blood pressure, waist circumference, body mass index, C-reactive protein, and interleukin-6. Measures of cardiac autonomic activity were high- and low-frequency indicators of heart rate variability (HRV), standard deviation of normal-to-normal R-R intervals, and the mean of absolute and successive differences in R-R intervals. Results: Higher BDI-II scores, in contrast to CES-D and STAI-T scores, were associated with increased immunometabolic risk and decreased HRV, especially HRV likely reflecting cardiac vagal activity. Decreased HRV was also associated with increased immunometabolic risk. Structural equation models indicated that BDI-II scores may relate to immunometabolic risk via cardiac vagal activity (indirect effect: β = .012, p = .046) or to vagal activity via immunometabolic risk (indirect effect: β = −.015, p = .021). Conclusions: Depressive symptoms, as measured by the BDI-II, but not anxious symptoms, were related to elevated levels of immunometabolic risk factors and low cardiac vagal activity. The latter may exhibit bidirectional influences on one another in a meditational framework. Future longitudinal, intervention, an nonhuman animal work is needed to elucidate the precise and mechanistic pathways linking depressive symptoms to immune, metabolic, and autonomic parameters of physiology that predispose to cardiovascular disease risk.